+33.2%
PSA vs AUR
-35.0%
+68.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -2.2% | +11.1% | -13.3% | -2.7% |
| 30D | -9.6% | -6.9% | -2.7% | -9.3% |
| 3M | -7.9% | +5.5% | -13.4% | -8.4% |
| 6M | -2.0% | +41.0% | -43.0% | -4.2% |
| YTD | +15.7% | +69.3% | -53.5% | +12.0% |
| 1Y | +5.8% | +14.0% | -8.3% | +4.0% |
| 3Y | +21.6% | +90.1% | -68.5% | +11.3% |
| 5Y | +13.1% | -34.4% | +47.5% | +2.5% |
| All | +33.2% | -35.0% | +68.2% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling