+4.5%
APA vs PSA
+133.3%
-128.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | +5.1% | -2.1% | +7.1% | +5.6% |
| 30D | +0.3% | +16.2% | -15.9% | -3.7% |
| 3M | +15.6% | +4.3% | +11.3% | +14.1% |
| 6M | +28.9% | +9.9% | +19.0% | +25.0% |
| YTD | +96.6% | +33.3% | +63.3% | +78.8% |
| 1Y | +95.5% | +25.8% | +69.7% | +81.1% |
| 3Y | +41.8% | +54.8% | -13.0% | +20.7% |
| 5Y | +85.4% | +27.5% | +57.9% | +66.4% |
| 10Y | +4.5% | +134.5% | -130.0% | -17.1% |
| All | +4.5% | +133.3% | -128.8% | -17.1% |
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 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