-11.3%
ABT vs PSA
+13.7%
-25.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -5.9% | -1.8% | -4.1% | -5.3% |
| 30D | -8.1% | -8.4% | +0.3% | -5.2% |
| 3M | +14.5% | -7.8% | +22.4% | +17.9% |
| 6M | -6.3% | +0.8% | -7.1% | -6.7% |
| YTD | -17.1% | +16.5% | -33.6% | -21.7% |
| 1Y | -21.4% | +4.7% | -26.1% | -23.0% |
| 3Y | +5.9% | +21.1% | -15.1% | -3.0% |
| All | -11.3% | +13.7% | -25.0% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling