+654.6%
APP vs PSA
+27.0%
+627.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +0.9% | -3.7% | +4.5% | +1.4% |
| 30D | -23.3% | -7.7% | -15.5% | -22.4% |
| 3M | -42.6% | -0.6% | -42.0% | -42.7% |
| 6M | -33.6% | -0.9% | -32.7% | -33.8% |
| YTD | -52.4% | +18.7% | -71.1% | -54.4% |
| 1Y | -35.9% | +7.6% | -43.5% | -37.2% |
| All | +654.6% | +27.0% | +627.6% | +563.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling