+248.5%
PSA vs ALLE
+327.3%
-78.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | +19.7% | +25.3% | -5.7% | +10.7% |
| 3M | +4.3% | +10.3% | -6.0% | +0.6% |
| 6M | +11.4% | +38.0% | -26.7% | -0.7% |
| YTD | +33.9% | +17.8% | +16.2% | +25.5% |
| 1Y | +28.3% | +13.6% | +14.7% | +21.7% |
| 3Y | +53.5% | +89.2% | -35.7% | +21.7% |
| 5Y | +30.6% | +51.1% | -20.4% | +9.4% |
| 10Y | +145.8% | +228.1% | -82.4% | +62.1% |
| All | +248.5% | +327.3% | -78.8% | +112.0% |
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