+20.3%
PSA vs AU
+574.0%
-553.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.4% |
| 7D | -3.6% | -7.0% | +3.3% | -3.0% |
| 30D | -9.4% | +7.3% | -16.7% | -10.1% |
| 3M | -8.2% | +33.2% | -41.4% | -11.2% |
| 6M | -1.8% | -0.6% | -1.2% | -2.5% |
| YTD | +15.7% | +26.2% | -10.4% | +11.9% |
| 1Y | +6.3% | +68.3% | -62.0% | -0.4% |
| All | +20.3% | +574.0% | -553.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling