+12.5%
AGG vs PSA
+22.3%
-9.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.1% | -1.8% | +0.8% | -0.9% |
| 30D | -1.1% | -8.4% | +7.2% | -0.3% |
| 3M | -1.9% | -7.8% | +5.9% | -1.2% |
| 6M | -1.7% | +0.8% | -2.5% | -2.0% |
| YTD | -1.3% | +16.5% | -17.8% | -3.2% |
| 1Y | -0.7% | +4.7% | -5.5% | -1.5% |
| 3Y | +12.5% | +21.1% | -8.6% | +7.5% |
| All | +12.5% | +22.3% | -9.8% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling