+33.9%
ALNY vs PSA
+13.7%
+20.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.2% |
| 7D | -6.5% | -1.8% | -4.7% | -5.9% |
| 30D | +11.0% | -8.4% | +19.4% | +14.7% |
| 3M | -14.1% | -7.8% | -6.2% | -10.9% |
| 6M | -22.4% | +0.8% | -23.2% | -22.1% |
| YTD | -37.5% | +16.5% | -54.0% | -40.4% |
| 1Y | -46.9% | +4.7% | -51.6% | -47.5% |
| 3Y | +22.1% | +21.1% | +1.0% | +10.9% |
| All | +33.9% | +13.7% | +20.1% | +40.1% |
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