+673.7%
PSA vs ACM
+252.7%
+420.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +0.8% | +6.6% | -5.8% | -1.4% |
| 30D | +15.9% | +19.8% | -3.9% | +9.0% |
| 3M | +4.2% | -3.1% | +7.3% | +4.6% |
| 6M | +10.1% | -11.5% | +21.6% | +13.2% |
| YTD | +33.3% | -24.7% | +58.0% | +43.7% |
| 1Y | +28.2% | -45.1% | +73.3% | +53.6% |
| 3Y | +54.9% | -8.9% | +63.7% | +53.2% |
| 5Y | +28.3% | +5.4% | +22.9% | +19.4% |
| 10Y | +134.1% | +131.1% | +3.0% | +46.4% |
| All | +673.7% | +252.7% | +420.9% | +241.4% |
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