+4.4%
APA vs PSA
+133.1%
-128.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +9.6% | -2.1% | +11.7% | +10.2% |
| 30D | -0.2% | +15.6% | -15.8% | -4.1% |
| 3M | +19.8% | +4.1% | +15.8% | +18.3% |
| 6M | +30.1% | +9.2% | +20.9% | +26.4% |
| YTD | +100.4% | +32.3% | +68.1% | +82.7% |
| 1Y | +105.2% | +26.2% | +79.0% | +89.8% |
| 3Y | +44.6% | +53.7% | -9.1% | +23.3% |
| 5Y | +88.8% | +26.6% | +62.3% | +69.8% |
| All | +4.4% | +133.1% | -128.7% | -17.3% |
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