+137,736.4%
AMAT vs PSA
+14,185.8%
+123,550.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -3.7% | +2.2% | -0.2% |
| 30D | -14.8% | -7.7% | -7.1% | -12.4% |
| 3M | -9.3% | -0.6% | -8.7% | -9.8% |
| 6M | +27.4% | -0.9% | +28.3% | +26.7% |
| YTD | +77.6% | +18.7% | +58.9% | +65.5% |
| 1Y | +188.9% | +7.6% | +181.3% | +177.9% |
| 3Y | +202.3% | +23.7% | +178.6% | +171.4% |
| 5Y | +248.9% | +13.7% | +235.2% | +220.3% |
| 10Y | +1,585.2% | +98.9% | +1,486.4% | +1,138.8% |
| All | +137,736.4% | +14,185.8% | +123,550.6% | +37,609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling