+219.8%
ARM vs PSA
+38.4%
+181.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.1% | +12.1% | +12.1% |
| 7D | +6.0% | -2.1% | +8.1% | +6.6% |
| 30D | -20.3% | +16.2% | -36.5% | -23.7% |
| 3M | -24.4% | +4.3% | -28.7% | -25.3% |
| 6M | -4.4% | +9.9% | -14.2% | -8.4% |
| YTD | +86.0% | +33.3% | +52.8% | +63.3% |
| 1Y | +35.8% | +25.8% | +10.0% | +22.2% |
| 3Y | +289.1% | +54.8% | +234.3% | +184.8% |
| All | +219.8% | +38.4% | +181.4% | +158.7% |
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