+134.1%
PSA vs ALM
+2,040.7%
-1,906.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | -0.5% |
| 7D | +0.8% | -6.3% | +7.1% | +0.9% |
| 30D | +15.9% | -31.4% | +47.3% | +16.7% |
| 3M | +4.2% | -40.6% | +44.8% | +5.1% |
| 6M | +10.1% | -58.6% | +68.8% | +11.6% |
| YTD | +33.3% | -7.6% | +40.9% | +33.0% |
| 1Y | +28.2% | +13.8% | +14.4% | +27.4% |
| 3Y | +54.9% | +842.1% | -787.3% | +46.6% |
| 5Y | +28.3% | +407.4% | -379.1% | +21.8% |
| 10Y | +134.1% | +2,079.4% | -1,945.3% | +120.9% |
| All | +134.1% | +2,040.7% | -1,906.6% | +120.9% |
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