+883.4%
APH vs PSA
+142.4%
+741.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.4% |
| 7D | -5.9% | +3.9% | -9.8% | -7.1% |
| 30D | -14.8% | +19.7% | -34.5% | -19.8% |
| 3M | -12.4% | +4.3% | -16.7% | -13.9% |
| 6M | +8.1% | +11.4% | -3.3% | +3.4% |
| YTD | +10.9% | +33.9% | -23.0% | -0.5% |
| 1Y | +8.8% | +28.3% | -19.5% | -1.2% |
| 3Y | +262.1% | +53.5% | +208.6% | +198.0% |
| 5Y | +283.1% | +30.6% | +252.5% | +233.5% |
| All | +883.4% | +142.4% | +741.0% | +582.3% |
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