+201.2%
ABT vs PSA
+101.3%
+100.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | -3.6% | -1.4% | -3.7% |
| 30D | -5.8% | -9.4% | +3.6% | -2.4% |
| 3M | +16.7% | -8.2% | +24.9% | +20.4% |
| 6M | -5.2% | -1.8% | -3.4% | -4.8% |
| YTD | -16.0% | +15.7% | -31.7% | -20.7% |
| 1Y | -18.3% | +6.3% | -24.5% | -20.5% |
| 3Y | +9.2% | +21.6% | -12.3% | -0.4% |
| 5Y | -11.6% | +13.5% | -25.0% | -18.2% |
| All | +201.2% | +101.3% | +100.0% | +123.5% |
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