+2,325.1%
ACN vs PSA
+2,778.2%
-453.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -5.7% | -2.1% | -3.6% | -5.0% |
| 30D | +17.0% | +15.6% | +1.5% | +11.4% |
| 3M | +39.9% | +4.1% | +35.8% | +38.0% |
| 6M | +50.2% | +9.2% | +41.0% | +45.7% |
| YTD | -4.2% | +32.3% | -36.5% | -13.4% |
| 1Y | +4.3% | +26.2% | -21.9% | -4.2% |
| 3Y | -17.1% | +53.7% | -70.8% | -29.9% |
| 5Y | -26.5% | +26.6% | -53.0% | -33.9% |
| 10Y | +147.7% | +132.8% | +14.9% | +78.7% |
| All | +2,325.1% | +2,778.2% | -453.1% | +547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling