+1,321.9%
AMAT vs PSA
+132.6%
+1,189.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +11.4% | -1.4% | +12.8% | +11.9% |
| 30D | -17.0% | +15.2% | -32.2% | -21.2% |
| 3M | -30.6% | +2.2% | -32.8% | -31.4% |
| 6M | -14.9% | +11.7% | -26.6% | -19.4% |
| YTD | +44.7% | +32.0% | +12.7% | +28.5% |
| 1Y | +66.9% | +26.3% | +40.6% | +50.6% |
| 3Y | +153.3% | +52.4% | +100.9% | +104.6% |
| 5Y | +146.2% | +26.3% | +120.0% | +113.7% |
| All | +1,321.9% | +132.6% | +1,189.3% | +836.5% |
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