+106.4%
PSA vs ALC
+30.4%
+76.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.3% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | +15.2% | +16.0% | -0.9% | +9.3% |
| 3M | +2.2% | +0.8% | +1.4% | +1.7% |
| 6M | +11.7% | +16.8% | -5.2% | +5.3% |
| YTD | +32.0% | -5.5% | +37.5% | +33.1% |
| 1Y | +26.3% | -5.3% | +31.5% | +27.1% |
| 3Y | +52.4% | +4.1% | +48.3% | +45.5% |
| 5Y | +26.3% | -7.1% | +33.3% | +23.0% |
| All | +106.4% | +30.4% | +76.0% | +64.2% |
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