+72.8%
AG vs PSA
+10.8%
+61.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.4% |
| 7D | -0.1% | -2.2% | +2.1% | +1.1% |
| 30D | +12.5% | -9.6% | +22.0% | +18.7% |
| 3M | +28.2% | -7.9% | +36.1% | +33.1% |
| 6M | -18.8% | -2.0% | -16.8% | -18.8% |
| YTD | +27.4% | +15.7% | +11.6% | +16.9% |
| 1Y | +132.2% | +5.8% | +126.4% | +123.0% |
| 3Y | +286.9% | +21.6% | +265.3% | +228.3% |
| 5Y | +72.8% | +13.1% | +59.6% | +48.6% |
| All | +72.8% | +10.8% | +61.9% | +48.6% |
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