+107.2%
APA vs PSA
+28.0%
+79.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.8% | -9.7% | -6.2% |
| 7D | -13.0% | +10.5% | -23.5% | -11.2% |
| 30D | +2.0% | +21.7% | -19.7% | +5.9% |
| 3M | +24.9% | +6.1% | +18.8% | +25.7% |
| 6M | +7.2% | +18.3% | -11.2% | +11.4% |
| YTD | +87.1% | +36.1% | +51.0% | +88.5% |
| 1Y | +107.2% | +29.3% | +77.8% | +113.4% |
| All | +107.2% | +28.0% | +79.1% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling