+6.6%
PSA vs AR
+17.5%
-10.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.2% |
| 7D | -0.4% | -1.8% | +1.4% | -0.6% |
| 30D | -8.2% | +12.6% | -20.8% | -7.3% |
| 3M | -2.1% | +10.0% | -12.2% | -1.3% |
| 6M | -0.2% | +0.6% | -0.8% | -0.2% |
| YTD | +18.5% | +13.4% | +5.1% | +18.2% |
| 1Y | +6.6% | +21.7% | -15.1% | +5.3% |
| All | +6.6% | +17.5% | -10.9% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling