+15,843.1%
PSA vs ALK
+770.6%
+15,072.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +3.9% | +9.0% | -5.1% | +2.2% |
| 30D | +19.7% | -1.6% | +21.3% | +19.8% |
| 3M | +4.3% | -23.2% | +27.4% | +9.0% |
| 6M | +11.4% | -3.9% | +15.2% | +10.9% |
| YTD | +33.9% | -22.6% | +56.5% | +37.7% |
| 1Y | +28.3% | -5.3% | +33.6% | +26.8% |
| 3Y | +53.5% | +18.6% | +34.9% | +40.3% |
| 5Y | +30.6% | -34.4% | +65.0% | +30.6% |
| 10Y | +145.8% | -40.8% | +186.5% | +128.1% |
| All | +15,843.1% | +770.6% | +15,072.6% | +7,573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling