+80.8%
APO vs PSA
+27.5%
+53.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.2% | -2.1% | +2.2% | +0.9% |
| 30D | +3.1% | +16.2% | -13.1% | -2.4% |
| 3M | -12.0% | +4.3% | -16.3% | -13.4% |
| 6M | -5.0% | +9.9% | -14.8% | -8.5% |
| YTD | -14.0% | +33.3% | -47.3% | -23.3% |
| 1Y | -5.9% | +25.8% | -31.8% | -14.3% |
| 3Y | +51.6% | +54.8% | -3.2% | +20.5% |
| 5Y | +80.8% | +27.5% | +53.3% | +53.0% |
| All | +80.8% | +27.5% | +53.3% | +53.0% |
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