+30.4%
PSA vs ABCL
-21.8%
+52.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.6% | -1.3% |
| 7D | +3.9% | -3.2% | +7.1% | +4.0% |
| 30D | +19.7% | -7.4% | +27.1% | +19.9% |
| 3M | +4.3% | +81.9% | -77.7% | -0.7% |
| 6M | +11.4% | +135.7% | -124.4% | +3.1% |
| YTD | +33.9% | +247.4% | -213.4% | +19.6% |
| 1Y | +28.3% | +162.3% | -134.0% | +16.7% |
| 3Y | +53.5% | +165.5% | -112.0% | +35.1% |
| All | +30.4% | -21.8% | +52.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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