+195.5%
AMGN vs PSA
+102.6%
+93.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.5% |
| 7D | -13.7% | -1.8% | -11.9% | -13.2% |
| 30D | -8.8% | -8.4% | -0.4% | -6.3% |
| 3M | +7.2% | -7.8% | +15.0% | +9.9% |
| 6M | +1.3% | +0.8% | +0.5% | +0.8% |
| YTD | +17.6% | +16.5% | +1.2% | +11.9% |
| 1Y | +37.2% | +4.7% | +32.5% | +34.7% |
| 3Y | +57.7% | +21.1% | +36.7% | +47.4% |
| 5Y | +106.3% | +14.2% | +92.1% | +92.6% |
| All | +195.5% | +102.6% | +93.0% | +137.2% |
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