+528.8%
APP vs PSA
+61.2%
+467.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +79.2% | +1.5% | +77.7% | +78.2% |
| 30D | +48.0% | +16.7% | +31.3% | +40.1% |
| 3M | +18.2% | +4.0% | +14.2% | +16.4% |
| 6M | -12.5% | +10.9% | -23.3% | -16.2% |
| YTD | -39.2% | +34.2% | -73.4% | -46.5% |
| 1Y | -33.9% | +26.6% | -60.5% | -40.5% |
| 3Y | +933.3% | +54.7% | +878.5% | +697.5% |
| 5Y | +295.9% | +30.0% | +265.8% | +243.3% |
| All | +528.8% | +61.2% | +467.6% | +422.3% |
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