-61.6%
ALB vs PSA
+30.6%
-92.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.5% | +1.5% | +8.0% | +8.6% |
| 30D | -2.1% | +16.7% | -18.8% | -10.2% |
| 3M | -24.1% | +4.0% | -28.2% | -25.9% |
| 6M | -51.0% | +10.9% | -61.9% | -54.2% |
| YTD | -29.3% | +34.2% | -63.6% | -41.5% |
| 1Y | +3.2% | +26.6% | -23.5% | -11.9% |
| 3Y | -9.3% | +54.7% | -64.1% | -33.0% |
| 5Y | -61.6% | +30.0% | -91.7% | -69.9% |
| All | -61.6% | +30.6% | -92.2% | -69.9% |
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 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