+199.6%
ARM vs PSA
+37.1%
+162.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +9.1% | -1.4% | +10.6% | +9.5% |
| 30D | -19.9% | +15.2% | -35.1% | -23.1% |
| 3M | -31.6% | +2.2% | -33.8% | -32.1% |
| 6M | -13.9% | +11.7% | -25.5% | -18.2% |
| YTD | +74.3% | +32.0% | +42.3% | +53.3% |
| 1Y | +35.8% | +26.3% | +9.5% | +21.7% |
| 3Y | +268.6% | +52.4% | +216.2% | +171.9% |
| All | +199.6% | +37.1% | +162.5% | +143.0% |
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