+52.7%
PSA vs ALK
+14.9%
+37.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | 0.0% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | +15.6% | +3.3% | +12.3% | +14.8% |
| 3M | +4.1% | -17.6% | +21.6% | +6.5% |
| 6M | +9.2% | +0.8% | +8.4% | +8.0% |
| YTD | +32.3% | -22.4% | +54.7% | +34.2% |
| 1Y | +26.2% | -10.1% | +36.2% | +25.4% |
| All | +52.7% | +14.9% | +37.8% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling