+102.0%
PSA vs AR
+45.1%
+56.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.3% |
| 30D | -8.2% | +12.6% | -20.8% | -8.6% |
| 3M | -2.1% | +10.0% | -12.2% | -2.6% |
| 6M | -0.2% | +0.6% | -0.8% | -0.4% |
| YTD | +18.5% | +13.4% | +5.1% | +17.5% |
| 1Y | +6.6% | +21.7% | -15.1% | +5.2% |
| 3Y | +24.5% | +45.8% | -21.4% | +21.0% |
| 5Y | +13.6% | +144.3% | -130.7% | +8.6% |
| 10Y | +102.0% | +41.8% | +60.2% | +83.0% |
| All | +102.0% | +45.1% | +56.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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