+223.6%
PSA vs ALM
+7,705.7%
-7,482.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -3.7% | -2.6% | -1.1% | -3.7% |
| 30D | -7.7% | +32.0% | -39.7% | -7.8% |
| 3M | -0.6% | -15.0% | +14.4% | -0.6% |
| 6M | -0.9% | -10.1% | +9.2% | -0.9% |
| YTD | +18.7% | +99.4% | -80.8% | +18.5% |
| 1Y | +7.6% | +316.4% | -308.7% | +7.4% |
| 3Y | +23.7% | +2,022.0% | -1,998.3% | +23.1% |
| 5Y | +13.7% | +941.2% | -927.5% | +13.2% |
| 10Y | +98.9% | +2,950.3% | -2,851.5% | +97.8% |
| All | +223.6% | +7,705.7% | -7,482.1% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling