+69.8%
PSA vs AFRM
-20.4%
+90.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -3.7% | -7.0% | +3.3% | -3.3% |
| 30D | -7.7% | -7.8% | +0.1% | -7.3% |
| 3M | -0.6% | +5.3% | -5.9% | -1.1% |
| 6M | -0.9% | +42.6% | -43.6% | -3.5% |
| YTD | +18.7% | -2.8% | +21.5% | +18.0% |
| 1Y | +7.6% | -19.3% | +26.9% | +7.9% |
| 3Y | +23.7% | +231.0% | -207.3% | +9.6% |
| 5Y | +13.7% | -22.2% | +35.9% | -1.1% |
| All | +69.8% | -20.4% | +90.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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