+130.4%
PSA vs ACM
+131.3%
-0.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.1% | +5.1% | -7.2% | -3.2% |
| 30D | +15.6% | +18.7% | -3.1% | +11.2% |
| 3M | +4.1% | +15.5% | -11.4% | +0.6% |
| 6M | +9.2% | +1.2% | +8.0% | +8.2% |
| YTD | +32.3% | -25.2% | +57.5% | +39.5% |
| 1Y | +26.2% | -46.3% | +72.5% | +43.3% |
| 3Y | +53.7% | -9.6% | +63.2% | +53.1% |
| 5Y | +26.6% | +4.4% | +22.2% | +22.0% |
| All | +130.4% | +131.3% | -0.9% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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