+60,958.4%
AMGN vs PSA
+14,185.8%
+46,772.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +1.1% | -3.7% | +4.8% | +2.0% |
| 30D | +7.8% | -7.7% | +15.6% | +9.9% |
| 3M | +27.3% | -0.6% | +27.9% | +27.4% |
| 6M | +16.8% | -0.9% | +17.7% | +16.9% |
| YTD | +36.3% | +18.7% | +17.7% | +30.6% |
| 1Y | +60.4% | +7.6% | +52.8% | +57.2% |
| 3Y | +86.3% | +23.7% | +62.7% | +75.9% |
| 5Y | +125.7% | +13.7% | +112.0% | +114.5% |
| 10Y | +247.0% | +98.9% | +148.2% | +184.7% |
| All | +60,958.4% | +14,185.8% | +46,772.6% | +22,249.2% |
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 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