+439.9%
AG vs PSA
+545.7%
-105.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +4.5% | -0.4% | +4.9% | +4.6% |
| 30D | +12.9% | -8.2% | +21.0% | +16.1% |
| 3M | +20.9% | -2.1% | +23.1% | +21.2% |
| 6M | -19.5% | -0.2% | -19.3% | -19.7% |
| YTD | +24.8% | +18.5% | +6.3% | +17.9% |
| 1Y | +120.2% | +6.6% | +113.7% | +115.3% |
| 3Y | +279.0% | +24.5% | +254.6% | +248.6% |
| 5Y | +67.9% | +13.6% | +54.3% | +58.8% |
| 10Y | +57.5% | +102.0% | -44.5% | +22.1% |
| All | +439.9% | +545.7% | -105.8% | +163.9% |
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