+28.3%
PSA vs ATI
+951.9%
-923.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +0.8% | +1.3% | -0.6% | +0.5% |
| 30D | +15.9% | -4.8% | +20.6% | +16.4% |
| 3M | +4.2% | -19.9% | +24.1% | +7.1% |
| 6M | +10.1% | +15.4% | -5.2% | +6.5% |
| YTD | +33.3% | +59.2% | -25.9% | +22.4% |
| 1Y | +28.2% | +86.3% | -58.0% | +15.0% |
| 3Y | +54.9% | +318.2% | -263.4% | +16.9% |
| 5Y | +28.3% | +958.6% | -930.3% | -16.8% |
| All | +28.3% | +951.9% | -923.6% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling