+13.6%
PSA vs ACM
+4.8%
+8.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -8.2% | -12.9% | +4.8% | -4.8% |
| 3M | -2.1% | -6.4% | +4.2% | -0.9% |
| 6M | -0.2% | -29.2% | +29.0% | +9.6% |
| YTD | +18.5% | -29.9% | +48.4% | +29.7% |
| 1Y | +6.6% | -47.3% | +53.8% | +27.8% |
| 3Y | +24.5% | -19.6% | +44.1% | +24.6% |
| 5Y | +13.6% | +5.5% | +8.1% | +5.8% |
| All | +13.6% | +4.8% | +8.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling