+66.5%
AG vs PSA
+101.3%
-34.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | -3.6% | -2.2% | -4.3% |
| 30D | +6.4% | -9.4% | +15.7% | +10.9% |
| 3M | +28.4% | -8.2% | +36.6% | +32.5% |
| 6M | -24.5% | -1.8% | -22.6% | -24.3% |
| YTD | +21.2% | +15.7% | +5.4% | +13.7% |
| 1Y | +114.1% | +6.3% | +107.8% | +107.7% |
| 3Y | +268.0% | +21.6% | +246.5% | +231.1% |
| 5Y | +67.3% | +13.5% | +53.9% | +54.6% |
| All | +66.5% | +101.3% | -34.8% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling