+129.9%
PSA vs AME
+444.5%
-314.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | -1.4% | +5.9% | -7.3% | -3.3% |
| 30D | +15.2% | -1.9% | +17.1% | +15.4% |
| 3M | +2.2% | -5.4% | +7.6% | +3.5% |
| 6M | +11.7% | +4.9% | +6.7% | +8.9% |
| YTD | +32.0% | +18.5% | +13.6% | +23.5% |
| 1Y | +26.3% | +25.5% | +0.8% | +15.8% |
| 3Y | +52.4% | +63.0% | -10.7% | +24.7% |
| 5Y | +26.3% | +78.3% | -52.0% | -0.7% |
| All | +129.9% | +444.5% | -314.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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