+102.0%
PSA vs ALLY
+178.4%
-76.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | -8.2% | -3.3% | -4.9% | -7.7% |
| 3M | -2.1% | +0.5% | -2.6% | -2.4% |
| 6M | -0.2% | +12.6% | -12.8% | -2.4% |
| YTD | +18.5% | -4.7% | +23.2% | +19.0% |
| 1Y | +6.6% | +5.2% | +1.3% | +5.1% |
| 3Y | +24.5% | +66.5% | -42.0% | +11.9% |
| 5Y | +13.6% | +0.2% | +13.3% | +7.4% |
| 10Y | +102.0% | +180.8% | -78.8% | +59.0% |
| All | +102.0% | +178.4% | -76.4% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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