+24.6%
PSA vs ALM
+2,131.1%
-2,106.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -3.7% | -2.6% | -1.1% | -3.6% |
| 30D | -7.7% | +32.0% | -39.7% | -8.4% |
| 3M | -0.6% | -15.0% | +14.4% | -0.3% |
| 6M | -0.9% | -10.1% | +9.2% | -1.1% |
| YTD | +18.7% | +99.4% | -80.8% | +16.6% |
| 1Y | +7.6% | +316.4% | -308.7% | +4.1% |
| All | +24.6% | +2,131.1% | -2,106.5% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling