+234.1%
ABT vs PSA
+132.6%
+101.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -1.4% | +0.2% | -0.7% |
| 30D | +6.0% | +15.2% | -9.1% | +0.7% |
| 3M | -1.9% | +2.2% | -4.1% | -2.7% |
| 6M | +31.2% | +11.7% | +19.5% | +25.9% |
| YTD | -11.2% | +32.0% | -43.2% | -20.3% |
| 1Y | -14.0% | +26.3% | -40.2% | -21.5% |
| 3Y | +20.7% | +52.4% | -31.7% | +1.0% |
| 5Y | -6.7% | +26.3% | -32.9% | -17.2% |
| All | +234.1% | +132.6% | +101.5% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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