+61.4%
AMAT vs PSA
+28.0%
+33.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -2.8% |
| 7D | -11.2% | +10.5% | -21.8% | -9.9% |
| 30D | -31.9% | +21.7% | -53.6% | -30.5% |
| 3M | -32.3% | +6.1% | -38.4% | -30.9% |
| 6M | -5.4% | +18.3% | -23.7% | -7.7% |
| YTD | +44.3% | +36.1% | +8.2% | +36.3% |
| 1Y | +61.4% | +29.3% | +32.0% | +53.3% |
| All | +61.4% | +28.0% | +33.3% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling