+54.8%
PSA vs ALHC
-28.9%
+83.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | -7.7% | -1.0% | -6.7% | -7.7% |
| 3M | -0.6% | -10.2% | +9.6% | -0.7% |
| 6M | -0.9% | -28.3% | +27.4% | -0.1% |
| YTD | +18.7% | -31.4% | +50.1% | +19.7% |
| 1Y | +7.6% | -16.9% | +24.6% | +7.5% |
| 3Y | +23.7% | +135.5% | -111.8% | +12.9% |
| 5Y | +13.7% | -33.6% | +47.3% | +7.0% |
| All | +54.8% | -28.9% | +83.7% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling