+132.7%
PSA vs ALLE
+233.6%
-101.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +16.7% | +26.6% | -9.9% | +7.4% |
| 3M | +4.0% | +13.2% | -9.1% | -0.6% |
| 6M | +10.9% | +42.9% | -32.0% | -2.6% |
| YTD | +34.2% | +21.0% | +13.2% | +24.4% |
| 1Y | +26.6% | +15.2% | +11.5% | +19.3% |
| 3Y | +54.7% | +95.6% | -40.9% | +20.5% |
| 5Y | +30.0% | +53.4% | -23.4% | +7.6% |
| 10Y | +132.7% | +221.5% | -88.8% | +73.7% |
| All | +132.7% | +233.6% | -101.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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