+255.2%
AG vs PSA
+619.4%
-364.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -10.0% | -1.4% | -8.5% | -9.5% |
| 30D | -10.5% | +15.2% | -25.7% | -14.8% |
| 3M | -27.3% | +2.2% | -29.5% | -27.9% |
| 6M | -43.0% | +11.7% | -54.6% | -45.4% |
| YTD | -17.9% | +32.0% | -49.9% | -25.3% |
| 1Y | +11.9% | +26.3% | -14.4% | +3.3% |
| 3Y | +201.8% | +52.4% | +149.4% | +159.7% |
| 5Y | -0.1% | +26.3% | -26.3% | -8.8% |
| 10Y | +72.7% | +132.3% | -59.6% | +27.7% |
| All | +255.2% | +619.4% | -364.2% | +67.2% |
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 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