+30.4%
PSA vs ALC
-11.2%
+41.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | +3.9% | +4.9% | -1.0% | +2.2% |
| 30D | +19.7% | +19.0% | +0.7% | +12.9% |
| 3M | +4.3% | +7.8% | -3.5% | +1.4% |
| 6M | +11.4% | +14.6% | -3.2% | +5.9% |
| YTD | +33.9% | -4.4% | +38.4% | +34.6% |
| 1Y | +28.3% | +1.4% | +26.9% | +25.9% |
| 3Y | +53.5% | +2.5% | +51.0% | +47.3% |
| All | +30.4% | -11.2% | +41.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling