+81.0%
PSA vs ALC
+20.4%
+60.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -2.2% | -5.3% | +3.0% | -0.4% |
| 30D | -9.6% | -7.1% | -2.5% | -7.3% |
| 3M | -7.9% | +0.8% | -8.7% | -8.4% |
| 6M | -2.0% | -16.0% | +14.0% | +3.4% |
| YTD | +15.7% | -12.7% | +28.5% | +20.2% |
| 1Y | +5.8% | -12.8% | +18.6% | +9.6% |
| 3Y | +21.6% | -15.8% | +37.4% | +25.5% |
| 5Y | +13.1% | -16.7% | +29.8% | +14.5% |
| All | +81.0% | +20.4% | +60.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling