+26.2%
PSA vs AS
-3.0%
+29.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.2% |
| 7D | -2.1% | -3.6% | +1.5% | -1.5% |
| 30D | +15.6% | +3.4% | +12.2% | +14.9% |
| 3M | +4.1% | -8.6% | +12.7% | +5.5% |
| 6M | +9.2% | -10.0% | +19.2% | +10.5% |
| YTD | +32.3% | -19.2% | +51.5% | +33.8% |
| 1Y | +26.2% | -3.8% | +30.0% | +29.4% |
| All | +26.2% | -3.0% | +29.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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