+37.3%
APA vs PSA
+52.1%
-14.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -8.7% | +1.5% | -10.2% | -8.9% |
| 30D | -2.4% | +16.7% | -19.1% | -4.3% |
| 3M | +19.0% | +4.0% | +15.0% | +18.2% |
| 6M | +26.8% | +10.9% | +16.0% | +24.9% |
| YTD | +87.3% | +34.2% | +53.1% | +75.3% |
| 1Y | +92.3% | +26.6% | +65.6% | +82.8% |
| 3Y | +37.3% | +54.7% | -17.5% | +13.5% |
| All | +37.3% | +52.1% | -14.8% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling