+130.4%
PSA vs AR
+57.2%
+73.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -2.1% | +6.4% | -8.5% | -2.4% |
| 30D | +15.6% | +3.1% | +12.5% | +15.4% |
| 3M | +4.1% | +3.3% | +0.8% | +3.8% |
| 6M | +9.2% | +6.6% | +2.6% | +8.7% |
| YTD | +32.3% | +12.3% | +20.0% | +31.2% |
| 1Y | +26.2% | +12.3% | +13.8% | +25.0% |
| 3Y | +53.7% | +50.4% | +3.2% | +49.1% |
| 5Y | +26.6% | +101.0% | -74.4% | +21.6% |
| All | +130.4% | +57.2% | +73.2% | +104.9% |
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