+25.3%
PSA vs ALLY
-10.0%
+35.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +15.2% | +5.2% | +9.9% | +14.0% |
| 3M | +2.2% | -13.3% | +15.5% | +5.0% |
| 6M | +11.7% | -6.7% | +18.3% | +12.9% |
| YTD | +32.0% | -12.8% | +44.8% | +34.9% |
| 1Y | +26.3% | +0.7% | +25.6% | +25.5% |
| 3Y | +52.4% | +65.2% | -12.8% | +34.7% |
| All | +25.3% | -10.0% | +35.3% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling