+13.5%
PSA vs AGI
+389.6%
-376.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | -3.6% | -5.3% | +1.6% | -2.9% |
| 30D | -9.4% | +6.8% | -16.1% | -10.3% |
| 3M | -8.2% | +8.3% | -16.5% | -9.7% |
| 6M | -1.8% | -29.2% | +27.4% | +2.3% |
| YTD | +15.7% | -7.3% | +23.0% | +15.3% |
| 1Y | +6.3% | +8.0% | -1.8% | +3.0% |
| 3Y | +21.6% | +206.6% | -185.0% | -3.1% |
| 5Y | +13.5% | +398.1% | -384.7% | -18.5% |
| All | +13.5% | +389.6% | -376.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling