+30.4%
PSA vs ACM
-2.7%
+33.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.9% | +5.4% | -1.5% | +2.3% |
| 30D | +19.7% | +15.1% | +4.6% | +14.8% |
| 3M | +4.3% | -10.5% | +14.7% | +7.2% |
| 6M | +11.4% | -19.7% | +31.1% | +18.0% |
| YTD | +33.9% | -28.8% | +62.8% | +46.5% |
| 1Y | +28.3% | -47.9% | +76.1% | +56.7% |
| 3Y | +53.5% | -12.4% | +65.8% | +47.1% |
| All | +30.4% | -2.7% | +33.1% | +17.9% |
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