-42.5%
ALB vs PSA
+15.2%
-57.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | -1.2% | -8.2% | +7.0% | +3.5% |
| 3M | -13.3% | -2.1% | -11.2% | -13.1% |
| 6M | -19.8% | -0.2% | -19.6% | -20.8% |
| YTD | -7.9% | +18.5% | -26.4% | -18.3% |
| 1Y | +60.2% | +6.6% | +53.6% | +50.8% |
| 3Y | -26.4% | +24.5% | -50.9% | -38.4% |
| 5Y | -42.5% | +13.6% | -56.1% | -53.3% |
| All | -42.5% | +15.2% | -57.8% | -53.3% |
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