+13.6%
PSA vs ALM
+1,033.0%
-1,019.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -9.0% | -0.4% |
| 7D | -0.4% | +8.4% | -8.8% | -0.6% |
| 30D | -8.2% | +34.8% | -43.0% | -9.0% |
| 3M | -2.1% | +16.2% | -18.4% | -2.8% |
| 6M | -0.2% | +2.1% | -2.3% | -0.8% |
| YTD | +18.5% | +117.0% | -98.5% | +15.6% |
| 1Y | +6.6% | +313.9% | -307.3% | +2.1% |
| 3Y | +24.5% | +2,327.9% | -2,303.5% | +10.2% |
| 5Y | +13.6% | +1,040.6% | -1,027.1% | +0.4% |
| All | +13.6% | +1,033.0% | -1,019.4% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling