+85.5%
PSA vs ALC
+24.0%
+61.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -3.7% | -2.1% | -1.6% | -3.0% |
| 30D | -7.7% | -0.1% | -7.6% | -7.8% |
| 3M | -0.6% | +5.9% | -6.5% | -2.8% |
| 6M | -0.9% | -15.9% | +15.0% | +4.5% |
| YTD | +18.7% | -10.1% | +28.8% | +22.0% |
| 1Y | +7.6% | -10.2% | +17.9% | +10.4% |
| 3Y | +23.7% | -13.6% | +37.2% | +26.5% |
| 5Y | +13.7% | -15.1% | +28.8% | +14.4% |
| All | +85.5% | +24.0% | +61.5% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling