-2.6%
APA vs PSA
+98.4%
-101.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.9% |
| 30D | +9.3% | -9.6% | +18.9% | +12.1% |
| 3M | +23.3% | -7.9% | +31.2% | +25.7% |
| 6M | +39.5% | -2.0% | +41.5% | +38.8% |
| YTD | +87.6% | +15.7% | +71.9% | +77.4% |
| 1Y | +114.2% | +5.8% | +108.5% | +107.9% |
| 3Y | +13.6% | +21.6% | -8.0% | +3.6% |
| 5Y | +175.6% | +13.1% | +162.5% | +155.7% |
| 10Y | -2.6% | +101.3% | -103.9% | -20.6% |
| All | -2.6% | +98.4% | -101.0% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling