+166.1%
APA vs PSA
+15.2%
+150.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +15.7% | -8.2% | +23.9% | +18.2% |
| 3M | +16.5% | -2.1% | +18.6% | +16.8% |
| 6M | +35.1% | -0.2% | +35.3% | +34.0% |
| YTD | +82.2% | +18.5% | +63.7% | +69.8% |
| 1Y | +102.5% | +6.6% | +95.9% | +95.6% |
| 3Y | +10.3% | +24.5% | -14.2% | -2.8% |
| 5Y | +166.1% | +13.6% | +152.5% | +136.2% |
| All | +166.1% | +15.2% | +150.9% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling