+193.0%
ARM vs PSA
+39.4%
+153.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | -5.3% | +1.5% | -6.8% | -5.7% |
| 30D | -30.0% | +16.7% | -46.7% | -33.0% |
| 3M | -34.1% | +4.0% | -38.1% | -34.8% |
| 6M | -12.6% | +10.9% | -23.5% | -16.5% |
| YTD | +70.4% | +34.2% | +36.2% | +49.4% |
| 1Y | +22.3% | +26.6% | -4.4% | +9.8% |
| 3Y | +261.2% | +54.7% | +206.5% | +165.7% |
| All | +193.0% | +39.4% | +153.6% | +136.6% |
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