+128.5%
PSA vs ACI
+32.8%
+95.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -1.4% | +2.3% | -3.7% | -1.7% |
| 30D | +15.2% | +1.2% | +13.9% | +15.0% |
| 3M | +2.2% | +6.8% | -4.6% | +1.3% |
| 6M | +11.7% | -18.7% | +30.4% | +13.7% |
| YTD | +32.0% | -20.2% | +52.2% | +34.5% |
| 1Y | +26.3% | -23.7% | +50.0% | +29.4% |
| 3Y | +52.4% | -31.6% | +84.0% | +57.6% |
| 5Y | +26.3% | -42.8% | +69.0% | +31.0% |
| All | +128.5% | +32.8% | +95.6% | +127.1% |
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