+196.0%
PSA vs AR
-27.2%
+223.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -3.7% | +2.5% | -6.2% | -3.8% |
| 30D | -7.7% | +14.8% | -22.5% | -8.2% |
| 3M | -0.6% | +6.2% | -6.8% | -0.9% |
| 6M | -0.9% | +4.3% | -5.2% | -1.3% |
| YTD | +18.7% | +14.4% | +4.3% | +17.7% |
| 1Y | +7.6% | +21.3% | -13.7% | +6.4% |
| 3Y | +23.7% | +39.8% | -16.1% | +20.8% |
| 5Y | +13.7% | +142.1% | -128.4% | +9.3% |
| 10Y | +98.9% | +52.0% | +46.8% | +80.0% |
| All | +196.0% | -27.2% | +223.2% | +173.1% |
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