+391.7%
APP vs PSA
+42.5%
+349.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | +0.9% | -3.7% | +4.5% | +2.2% |
| 30D | -23.3% | -7.7% | -15.5% | -21.1% |
| 3M | -42.6% | -0.6% | -42.0% | -42.9% |
| 6M | -33.6% | -0.9% | -32.7% | -34.0% |
| YTD | -52.4% | +18.7% | -71.1% | -56.3% |
| 1Y | -35.9% | +7.6% | -43.5% | -38.8% |
| 3Y | +642.2% | +23.7% | +618.6% | +534.1% |
| 5Y | +311.1% | +13.7% | +297.4% | +271.6% |
| All | +391.7% | +42.5% | +349.1% | +326.8% |
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