+25.3%
PSA vs ALLE
+51.6%
-26.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -1.4% | +3.6% | -5.0% | -2.8% |
| 30D | +15.2% | +25.9% | -10.7% | +5.2% |
| 3M | +2.2% | +15.8% | -13.5% | -3.6% |
| 6M | +11.7% | +48.1% | -36.4% | -4.8% |
| YTD | +32.0% | +22.0% | +10.1% | +20.7% |
| 1Y | +26.3% | +18.0% | +8.2% | +17.0% |
| 3Y | +52.4% | +93.1% | -40.7% | +14.4% |
| All | +25.3% | +51.6% | -26.3% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling