+114.2%
APA vs PSA
+4.9%
+109.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +2.5% |
| 7D | +0.3% | -2.2% | +2.5% | -0.1% |
| 30D | +9.3% | -9.6% | +18.9% | +7.2% |
| 3M | +23.3% | -7.9% | +31.2% | +21.4% |
| 6M | +39.5% | -2.0% | +41.5% | +44.1% |
| YTD | +87.6% | +15.7% | +71.9% | +83.6% |
| 1Y | +114.2% | +5.8% | +108.5% | +109.6% |
| All | +114.2% | +4.9% | +109.4% | +109.6% |
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 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