+13.5%
PSA vs AME
+82.6%
-69.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -3.6% | 0.0% | -3.7% | -3.7% |
| 30D | -9.4% | -8.6% | -0.8% | -6.5% |
| 3M | -8.2% | +5.8% | -14.0% | -10.5% |
| 6M | -1.8% | +3.8% | -5.7% | -3.7% |
| YTD | +15.7% | +14.4% | +1.3% | +9.5% |
| 1Y | +6.3% | +25.8% | -19.5% | -3.2% |
| 3Y | +21.6% | +55.2% | -33.6% | -2.5% |
| 5Y | +13.5% | +85.5% | -72.1% | -18.5% |
| All | +13.5% | +82.6% | -69.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling