+2,885.9%
ALB vs PSA
+7,421.0%
-4,535.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.9% |
| 7D | -8.1% | -3.7% | -4.4% | -6.5% |
| 30D | +6.3% | -7.7% | +14.0% | +10.1% |
| 3M | -23.6% | -0.6% | -23.0% | -23.9% |
| 6M | -24.6% | -0.9% | -23.7% | -25.0% |
| YTD | -10.3% | +18.7% | -28.9% | -17.8% |
| 1Y | +61.5% | +7.6% | +53.8% | +54.0% |
| 3Y | -34.0% | +23.7% | -57.6% | -40.8% |
| 5Y | -44.6% | +13.7% | -58.3% | -49.0% |
| 10Y | +76.1% | +98.9% | -22.8% | +22.2% |
| All | +2,885.9% | +7,421.0% | -4,535.1% | +563.6% |
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