+279.8%
PSA vs AMCR
+96.6%
+183.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | -8.2% | -6.0% | -2.1% | -6.8% |
| 3M | -2.1% | +18.9% | -21.1% | -6.2% |
| 6M | -0.2% | +5.7% | -5.9% | -1.9% |
| YTD | +18.5% | +11.1% | +7.4% | +14.9% |
| 1Y | +6.6% | +12.7% | -6.1% | +3.0% |
| 3Y | +24.5% | +9.6% | +14.9% | +20.7% |
| 5Y | +13.6% | -10.3% | +23.9% | +14.1% |
| 10Y | +102.0% | +16.5% | +85.5% | +86.6% |
| All | +279.8% | +96.6% | +183.2% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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