+132.7%
PSA vs ALK
-37.5%
+170.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -0.8% |
| 7D | +1.5% | +8.9% | -7.4% | +0.2% |
| 30D | +16.7% | +5.9% | +10.7% | +15.5% |
| 3M | +4.0% | -16.5% | +20.6% | +6.2% |
| 6M | +10.9% | +2.1% | +8.7% | +9.6% |
| YTD | +34.2% | -17.1% | +51.3% | +35.5% |
| 1Y | +26.6% | -2.9% | +29.5% | +25.0% |
| 3Y | +54.7% | +24.5% | +30.3% | +43.8% |
| 5Y | +30.0% | -29.1% | +59.2% | +28.0% |
| 10Y | +132.7% | -39.1% | +171.8% | +102.5% |
| All | +132.7% | -37.5% | +170.1% | +102.5% |
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