+47.5%
AMZN vs PSA
+13.5%
+34.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -6.4% | -8.2% | +1.8% | -4.1% |
| 3M | +4.8% | -2.1% | +6.9% | +5.3% |
| 6M | +20.5% | -0.2% | +20.7% | +20.1% |
| YTD | +11.3% | +18.5% | -7.2% | +5.5% |
| 1Y | +9.0% | +6.6% | +2.4% | +6.2% |
| 3Y | +85.9% | +24.5% | +61.4% | +64.3% |
| All | +47.5% | +13.5% | +34.0% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling