+29.3%
PSA vs AGI
-1.1%
+30.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.8% | -8.0% | +1.8% |
| 7D | +10.5% | -5.3% | +15.8% | +10.9% |
| 30D | +21.7% | -7.1% | +28.8% | +22.3% |
| 3M | +6.1% | +4.4% | +1.6% | +5.1% |
| 6M | +18.3% | -23.0% | +41.3% | +21.3% |
| YTD | +36.1% | -22.0% | +58.0% | +39.3% |
| 1Y | +29.3% | +0.3% | +29.0% | +31.0% |
| All | +29.3% | -1.1% | +30.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling