+129.9%
PSA vs ATI
+961.4%
-831.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.2% |
| 7D | -1.4% | +4.2% | -5.6% | -1.9% |
| 30D | +15.2% | -2.5% | +17.7% | +15.2% |
| 3M | +2.2% | -19.4% | +21.6% | +4.3% |
| 6M | +11.7% | +11.1% | +0.6% | +9.5% |
| YTD | +32.0% | +59.5% | -27.5% | +23.9% |
| 1Y | +26.3% | +85.8% | -59.5% | +16.5% |
| 3Y | +52.4% | +311.9% | -259.5% | +25.7% |
| 5Y | +26.3% | +963.2% | -937.0% | -6.8% |
| All | +129.9% | +961.4% | -831.5% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling