+1,991.0%
PSA vs AGI
+5,381.0%
-3,390.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.4% | +4.4% | -4.8% | -0.6% |
| 30D | -8.2% | +10.0% | -18.1% | -8.6% |
| 3M | -2.1% | +1.7% | -3.9% | -2.4% |
| 6M | -0.2% | -26.8% | +26.6% | +1.0% |
| YTD | +18.5% | -5.3% | +23.8% | +18.3% |
| 1Y | +6.6% | +11.5% | -4.9% | +5.5% |
| 3Y | +24.5% | +212.9% | -188.5% | +17.2% |
| 5Y | +13.6% | +388.8% | -375.2% | +4.6% |
| 10Y | +102.0% | +383.6% | -281.6% | +81.8% |
| All | +1,991.0% | +5,381.0% | -3,390.0% | +1,585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling