+298.1%
APP vs PSA
+26.3%
+271.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +4.6% | -1.4% | +6.0% | +5.1% |
| 30D | +56.0% | +15.2% | +40.9% | +48.1% |
| 3M | +30.8% | +2.2% | +28.6% | +29.5% |
| 6M | -9.8% | +11.7% | -21.5% | -14.1% |
| YTD | -39.3% | +32.0% | -71.3% | -46.6% |
| 1Y | -26.4% | +26.3% | -52.7% | -34.1% |
| 3Y | +887.9% | +52.4% | +835.6% | +652.5% |
| All | +298.1% | +26.3% | +271.8% | +235.8% |
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 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