+13.6%
PSA vs ALC
-15.6%
+29.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.5% |
| 7D | -0.4% | -3.7% | +3.2% | +0.8% |
| 30D | -8.2% | -3.7% | -4.4% | -7.1% |
| 3M | -2.1% | +4.6% | -6.7% | -3.8% |
| 6M | -0.2% | -14.6% | +14.4% | +4.5% |
| YTD | +18.5% | -11.9% | +30.4% | +22.5% |
| 1Y | +6.6% | -13.1% | +19.7% | +10.5% |
| 3Y | +24.5% | -15.0% | +39.5% | +27.8% |
| 5Y | +13.6% | -16.2% | +29.8% | +11.1% |
| All | +13.6% | -15.6% | +29.2% | +11.1% |
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