+102.0%
PSA vs ALK
-38.6%
+140.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -8.2% | -18.5% | +10.3% | -5.7% |
| 3M | -2.1% | -3.6% | +1.4% | -2.1% |
| 6M | -0.2% | -3.7% | +3.5% | -0.6% |
| YTD | +18.5% | -19.0% | +37.5% | +20.3% |
| 1Y | +6.6% | -36.0% | +42.6% | +11.2% |
| 3Y | +24.5% | +2.3% | +22.1% | +18.9% |
| 5Y | +13.6% | -27.8% | +41.3% | +11.6% |
| 10Y | +102.0% | -39.0% | +140.9% | +78.1% |
| All | +102.0% | -38.6% | +140.5% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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