+134.1%
PSA vs ALLY
+182.8%
-48.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.3% |
| 7D | +0.8% | -0.7% | +1.4% | +0.9% |
| 30D | +15.9% | +1.1% | +14.8% | +15.6% |
| 3M | +4.2% | -13.2% | +17.4% | +6.7% |
| 6M | +10.1% | -13.5% | +23.6% | +12.6% |
| YTD | +33.3% | -14.3% | +47.6% | +36.3% |
| 1Y | +28.2% | -1.1% | +29.4% | +27.9% |
| 3Y | +54.9% | +62.0% | -7.1% | +39.9% |
| 5Y | +28.3% | -9.6% | +38.0% | +23.7% |
| 10Y | +134.1% | +176.0% | -41.9% | +87.3% |
| All | +134.1% | +182.8% | -48.8% | +87.3% |
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