+14.9%
PSA vs AUR
-35.1%
+50.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.6% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | -8.4% | -6.4% | -2.0% | -8.2% |
| 3M | -7.8% | +7.7% | -15.5% | -8.4% |
| 6M | +0.8% | +44.5% | -43.7% | -1.6% |
| YTD | +16.5% | +67.4% | -51.0% | +12.8% |
| 1Y | +4.7% | +15.4% | -10.7% | +2.9% |
| 3Y | +21.1% | +94.8% | -73.8% | +10.8% |
| All | +14.9% | -35.1% | +50.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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