+25.3%
PSA vs AR
+99.4%
-74.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.4% | +7.4% | -8.8% | -2.1% |
| 30D | +15.2% | +5.8% | +9.4% | +14.5% |
| 3M | +2.2% | +5.2% | -3.0% | +1.5% |
| 6M | +11.7% | +5.4% | +6.2% | +10.7% |
| YTD | +32.0% | +12.4% | +19.6% | +29.2% |
| 1Y | +26.3% | +12.8% | +13.5% | +23.4% |
| 3Y | +52.4% | +47.2% | +5.2% | +39.8% |
| All | +25.3% | +99.4% | -74.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling