+848.7%
APA vs PSA
+14,185.8%
-13,337.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +0.5% | -3.7% | +4.2% | +1.6% |
| 30D | +23.4% | -7.7% | +31.1% | +26.2% |
| 3M | +12.7% | -0.6% | +13.3% | +12.6% |
| 6M | +39.4% | -0.9% | +40.3% | +38.2% |
| YTD | +79.0% | +18.7% | +60.3% | +68.1% |
| 1Y | +88.8% | +7.6% | +81.2% | +82.4% |
| 3Y | +6.4% | +23.7% | -17.3% | -2.7% |
| 5Y | +153.0% | +13.7% | +139.3% | +135.4% |
| 10Y | +7.5% | +98.9% | -91.3% | -17.0% |
| All | +848.7% | +14,185.8% | -13,337.0% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling