+134.5%
PSA vs ALLE
+212.2%
-77.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -2.1% | -0.8% | -1.2% | -1.8% |
| 30D | +16.2% | +27.4% | -11.1% | +6.7% |
| 3M | +4.3% | +13.8% | -9.5% | -0.5% |
| 6M | +9.9% | +45.5% | -35.6% | -4.1% |
| YTD | +33.3% | +21.4% | +11.9% | +23.3% |
| 1Y | +25.8% | +15.4% | +10.5% | +18.5% |
| 3Y | +54.8% | +91.7% | -36.9% | +21.2% |
| 5Y | +27.5% | +54.5% | -27.0% | +5.2% |
| 10Y | +134.5% | +210.5% | -76.0% | +74.8% |
| All | +134.5% | +212.2% | -77.6% | +74.8% |
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