+214.2%
ARM vs PSA
+37.4%
+176.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | +19.8% | -2.1% | +21.9% | +20.4% |
| 30D | -21.8% | +15.6% | -37.4% | -25.0% |
| 3M | -26.5% | +4.1% | -30.6% | -27.4% |
| 6M | -3.9% | +9.2% | -13.1% | -7.8% |
| YTD | +82.8% | +32.3% | +50.5% | +60.7% |
| 1Y | +34.3% | +26.2% | +8.1% | +20.5% |
| 3Y | +282.2% | +53.7% | +228.5% | +180.3% |
| All | +214.2% | +37.4% | +176.8% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling