+134.1%
PSA vs AR
+52.4%
+81.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.7% | -0.6% |
| 7D | +0.8% | -5.8% | +6.5% | +1.0% |
| 30D | +15.9% | +4.8% | +11.1% | +15.6% |
| 3M | +4.2% | +1.5% | +2.7% | +4.0% |
| 6M | +10.1% | +4.7% | +5.4% | +9.7% |
| YTD | +33.3% | +9.2% | +24.1% | +32.3% |
| 1Y | +28.2% | +11.2% | +17.1% | +27.1% |
| 3Y | +54.9% | +46.2% | +8.6% | +50.4% |
| 5Y | +28.3% | +98.1% | -69.7% | +23.4% |
| 10Y | +134.1% | +54.5% | +79.5% | +107.7% |
| All | +134.1% | +52.4% | +81.6% | +107.7% |
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