+59.3%
AMAT vs PSA
+27.0%
+32.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | -2.5% | +0.8% | -3.2% | -2.3% |
| 30D | -26.5% | +15.9% | -42.4% | -25.2% |
| 3M | -28.6% | +4.2% | -32.8% | -27.3% |
| 6M | -14.2% | +10.1% | -24.4% | -14.6% |
| YTD | +45.5% | +33.3% | +12.1% | +37.7% |
| 1Y | +59.3% | +28.2% | +31.1% | +50.9% |
| All | +59.3% | +27.0% | +32.4% | +50.9% |
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