+228.9%
ARM vs PSA
+50.8%
+178.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | -15.2% | +3.9% | -19.1% | -15.9% |
| 30D | -40.7% | +19.7% | -60.4% | -43.3% |
| 3M | -39.1% | +4.3% | -43.3% | -39.7% |
| 6M | -26.4% | +11.4% | -37.8% | -29.5% |
| YTD | +59.7% | +33.9% | +25.8% | +41.7% |
| 1Y | +10.3% | +28.3% | -17.9% | -0.5% |
| 3Y | +228.9% | +53.5% | +175.4% | +165.2% |
| All | +228.9% | +50.8% | +178.1% | +165.2% |
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