+234.2%
PSA vs AR
-33.4%
+267.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +3.9% | -14.3% | +18.2% | +4.5% |
| 30D | +19.7% | +1.4% | +18.2% | +19.6% |
| 3M | +4.3% | +3.4% | +0.9% | +4.0% |
| 6M | +11.4% | -2.1% | +13.4% | +11.3% |
| YTD | +33.9% | +4.7% | +29.2% | +33.3% |
| 1Y | +28.3% | +10.6% | +17.7% | +27.3% |
| 3Y | +53.5% | +24.6% | +28.9% | +50.5% |
| 5Y | +30.6% | +71.9% | -41.3% | +26.6% |
| 10Y | +145.8% | +46.4% | +99.4% | +122.9% |
| All | +234.2% | -33.4% | +267.5% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling