+72.2%
PSA vs ALHC
-61.4%
+133.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | -0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +15.2% | -10.6% | +25.7% | +15.7% |
| 3M | +2.2% | -45.3% | +47.5% | +4.8% |
| 6M | +11.7% | -59.7% | +71.4% | +15.5% |
| YTD | +32.0% | -62.7% | +94.7% | +36.6% |
| 1Y | +26.3% | -56.1% | +82.4% | +29.6% |
| 3Y | +52.4% | +21.3% | +31.1% | +43.7% |
| 5Y | +26.3% | -66.0% | +92.2% | +22.3% |
| All | +72.2% | -61.4% | +133.5% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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