+130.6%
PSA vs ACI
+32.1%
+98.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -2.1% | -5.3% | +3.3% | -1.4% |
| 30D | +16.2% | +5.0% | +11.2% | +15.5% |
| 3M | +4.3% | +7.5% | -3.2% | +3.4% |
| 6M | +9.9% | -16.0% | +25.9% | +11.4% |
| YTD | +33.3% | -20.6% | +53.9% | +35.8% |
| 1Y | +25.8% | -23.5% | +49.4% | +28.9% |
| 3Y | +54.8% | -32.1% | +86.9% | +60.3% |
| 5Y | +27.5% | -42.5% | +70.0% | +32.3% |
| All | +130.6% | +32.1% | +98.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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