+588.5%
PSA vs ACM
+230.8%
+357.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.7% | -3.7% | +0.1% | -2.4% |
| 30D | -7.7% | -11.1% | +3.4% | -4.5% |
| 3M | -0.6% | -8.0% | +7.4% | +1.4% |
| 6M | -0.9% | -29.7% | +28.7% | +10.2% |
| YTD | +18.7% | -29.4% | +48.0% | +30.9% |
| 1Y | +7.6% | -46.4% | +54.1% | +29.9% |
| 3Y | +23.7% | -22.3% | +46.0% | +29.4% |
| 5Y | +13.7% | +4.5% | +9.2% | +5.8% |
| 10Y | +98.9% | +127.6% | -28.8% | +24.1% |
| All | +588.5% | +230.8% | +357.7% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling