+119,301.1%
APH vs PSA
+17,164.2%
+102,136.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.4% |
| 7D | -5.9% | +3.9% | -9.8% | -7.3% |
| 30D | -14.8% | +19.7% | -34.5% | -20.3% |
| 3M | -12.4% | +4.3% | -16.7% | -14.1% |
| 6M | +8.1% | +11.4% | -3.3% | +3.0% |
| YTD | +10.9% | +33.9% | -23.0% | -1.2% |
| 1Y | +8.8% | +28.3% | -19.5% | -1.8% |
| 3Y | +262.1% | +53.5% | +208.6% | +199.0% |
| 5Y | +283.1% | +30.6% | +252.5% | +232.8% |
| 10Y | +908.1% | +145.8% | +762.3% | +574.9% |
| All | +119,301.1% | +17,164.2% | +102,136.9% | +32,149.8% |
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