+99.2%
PSA vs ATI
+1,155.5%
-1,056.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | -3.6% | -2.7% | -0.9% | -3.4% |
| 30D | -9.4% | -13.5% | +4.1% | -7.9% |
| 3M | -8.2% | +8.5% | -16.7% | -9.4% |
| 6M | -1.8% | +25.2% | -27.0% | -4.9% |
| YTD | +15.7% | +73.4% | -57.7% | +8.0% |
| 1Y | +6.3% | +160.5% | -154.2% | -5.5% |
| 3Y | +21.6% | +347.3% | -325.7% | -0.4% |
| 5Y | +13.5% | +1,049.0% | -1,035.5% | -16.9% |
| All | +99.2% | +1,155.5% | -1,056.3% | +24.4% |
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