+53.5%
PSA vs ACM
-12.3%
+65.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.9% | +5.4% | -1.5% | +2.7% |
| 30D | +19.7% | +15.1% | +4.6% | +16.2% |
| 3M | +4.3% | -10.5% | +14.7% | +6.2% |
| 6M | +11.4% | -19.7% | +31.1% | +16.1% |
| YTD | +33.9% | -28.8% | +62.8% | +42.9% |
| 1Y | +28.3% | -47.9% | +76.1% | +48.7% |
| 3Y | +53.5% | -12.4% | +65.8% | +38.8% |
| All | +53.5% | -12.3% | +65.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling