+208.7%
PSA vs ALLE
+260.9%
-52.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -3.7% | -0.2% | -3.4% | -3.6% |
| 30D | -7.7% | -6.8% | -0.9% | -5.6% |
| 3M | -0.6% | +21.0% | -21.6% | -7.2% |
| 6M | -0.9% | +1.1% | -2.0% | -1.8% |
| YTD | +18.7% | -0.5% | +19.2% | +17.9% |
| 1Y | +7.6% | -7.3% | +14.9% | +9.4% |
| 3Y | +23.7% | +42.3% | -18.6% | +7.9% |
| 5Y | +13.7% | +13.5% | +0.2% | +4.5% |
| 10Y | +98.9% | +144.0% | -45.2% | +44.0% |
| All | +208.7% | +260.9% | -52.2% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling