+247.2%
ARM vs PSA
+52.6%
+194.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -10.4% | +0.8% | -11.1% | -10.5% |
| 30D | -31.8% | +15.9% | -47.7% | -34.2% |
| 3M | -32.2% | +4.2% | -36.4% | -32.9% |
| 6M | -14.9% | +10.1% | -25.0% | -18.1% |
| YTD | +66.0% | +33.3% | +32.7% | +47.6% |
| 1Y | +17.2% | +28.2% | -11.0% | +5.8% |
| 3Y | +247.2% | +54.9% | +192.3% | +192.0% |
| All | +247.2% | +52.6% | +194.6% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling