+14,023.4%
PSA vs ALK
+839.9%
+13,183.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -7.7% | -19.2% | +11.5% | -4.2% |
| 3M | -0.6% | -1.5% | +0.9% | -1.0% |
| 6M | -0.9% | -13.1% | +12.1% | +0.3% |
| YTD | +18.7% | -16.4% | +35.1% | +20.6% |
| 1Y | +7.6% | -33.1% | +40.7% | +13.4% |
| 3Y | +23.7% | +0.6% | +23.0% | +16.8% |
| 5Y | +13.7% | -26.4% | +40.1% | +11.1% |
| 10Y | +98.9% | -34.2% | +133.0% | +81.1% |
| All | +14,023.4% | +839.9% | +13,183.5% | +6,618.6% |
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