+3,585.7%
ALNY vs PSA
+1,297.1%
+2,288.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.2% |
| 7D | -3.5% | -2.2% | -1.3% | -2.6% |
| 30D | +18.9% | -9.6% | +28.5% | +24.2% |
| 3M | -13.3% | -7.9% | -5.4% | -9.7% |
| 6M | -20.3% | -2.0% | -18.3% | -19.4% |
| YTD | -35.1% | +15.7% | -50.9% | -39.2% |
| 1Y | -46.5% | +5.8% | -52.3% | -47.9% |
| 3Y | +28.1% | +21.6% | +6.5% | +14.3% |
| 5Y | +36.1% | +13.1% | +22.9% | +23.0% |
| 10Y | +269.7% | +101.3% | +168.4% | +139.8% |
| All | +3,585.7% | +1,297.1% | +2,288.6% | +1,224.7% |
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