+73.6%
PSA vs AVTR
+0.6%
+73.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.8% | -1.1% | -0.8% | -1.6% |
| 30D | -8.4% | +6.3% | -14.7% | -9.4% |
| 3M | -7.8% | +53.3% | -61.2% | -14.9% |
| 6M | +0.8% | +78.6% | -77.9% | -9.6% |
| YTD | +16.5% | +29.2% | -12.7% | +10.1% |
| 1Y | +4.7% | +13.8% | -9.1% | +0.2% |
| 3Y | +21.1% | -27.4% | +48.5% | +23.1% |
| 5Y | +14.2% | -65.0% | +79.2% | +28.9% |
| All | +73.6% | +0.6% | +73.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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