+43.3%
AMAT vs PSA
+26.3%
+16.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.1% |
| 7D | -14.7% | +3.9% | -18.6% | -14.1% |
| 30D | -36.1% | +19.7% | -55.8% | -34.7% |
| 3M | -36.9% | +4.3% | -41.1% | -35.6% |
| 6M | -22.2% | +11.4% | -33.6% | -22.5% |
| YTD | +29.9% | +33.9% | -4.0% | +24.9% |
| 1Y | +43.3% | +28.3% | +15.0% | +36.8% |
| All | +43.3% | +26.3% | +16.9% | +36.8% |
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