+32.7%
PSA vs AS
+133.7%
-101.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +7.4% | +7.1% | +0.3% | +6.7% |
| 30D | +19.1% | +12.8% | +6.3% | +17.8% |
| 3M | +5.1% | -14.7% | +19.8% | +6.4% |
| 6M | +16.2% | -9.9% | +26.1% | +17.0% |
| YTD | +35.2% | -16.1% | +51.3% | +36.4% |
| 1Y | +27.1% | +0.2% | +27.0% | +26.7% |
| All | +32.7% | +133.7% | -101.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling