+101.3%
PSA vs ALM
+3,082.3%
-2,981.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.2% |
| 7D | -2.2% | +3.6% | -5.9% | -2.3% |
| 30D | -9.6% | +33.8% | -43.3% | -10.1% |
| 3M | -7.9% | +14.8% | -22.7% | -8.3% |
| 6M | -2.0% | -7.0% | +5.0% | -2.2% |
| YTD | +15.7% | +108.1% | -92.3% | +13.8% |
| 1Y | +5.8% | +313.8% | -308.0% | +2.7% |
| 3Y | +21.6% | +2,227.6% | -2,206.1% | +13.2% |
| 5Y | +13.1% | +956.6% | -943.5% | +6.0% |
| 10Y | +101.3% | +3,082.3% | -2,981.0% | +85.9% |
| All | +101.3% | +3,082.3% | -2,981.0% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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