+132.7%
PSA vs ALLY
+201.0%
-68.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +16.7% | +3.4% | +13.2% | +16.0% |
| 3M | +4.0% | -11.1% | +15.1% | +6.0% |
| 6M | +10.9% | -11.5% | +22.3% | +12.9% |
| YTD | +34.2% | -12.3% | +46.6% | +36.7% |
| 1Y | +26.6% | +1.1% | +25.5% | +25.8% |
| 3Y | +54.7% | +64.8% | -10.1% | +39.5% |
| 5Y | +30.0% | -6.9% | +36.9% | +24.7% |
| 10Y | +132.7% | +194.9% | -62.3% | +89.6% |
| All | +132.7% | +201.0% | -68.4% | +89.6% |
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