+62.6%
ADM vs PSA
+15.2%
+47.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.1% | -0.4% | +0.4% | 0.0% |
| 30D | +11.0% | -8.2% | +19.2% | +13.6% |
| 3M | +6.0% | -2.1% | +8.2% | +6.2% |
| 6M | +26.9% | -0.2% | +27.1% | +26.0% |
| YTD | +50.0% | +18.5% | +31.5% | +40.7% |
| 1Y | +39.6% | +6.6% | +33.0% | +35.3% |
| 3Y | +18.5% | +24.5% | -5.9% | +7.2% |
| 5Y | +62.6% | +13.6% | +49.0% | +52.2% |
| All | +62.6% | +15.2% | +47.3% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling