+2,152.2%
ALB vs PSA
+8,351.5%
-6,199.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -3.9% |
| 7D | +5.3% | +0.8% | +4.5% | +4.9% |
| 30D | -6.3% | +15.9% | -22.2% | -12.4% |
| 3M | -27.4% | +4.2% | -31.6% | -28.9% |
| 6M | -53.1% | +10.1% | -63.2% | -55.4% |
| YTD | -32.3% | +33.3% | -65.7% | -41.3% |
| 1Y | -7.3% | +28.2% | -35.5% | -18.3% |
| 3Y | -14.9% | +54.9% | -69.8% | -31.3% |
| 5Y | -62.0% | +28.3% | -90.4% | -66.9% |
| 10Y | +33.0% | +134.1% | -101.0% | -14.1% |
| All | +2,152.2% | +8,351.5% | -6,199.3% | +374.3% |
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 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