+219.2%
CVX vs PSA
+102.6%
+116.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +2.6% | -1.8% | +4.4% | +3.1% |
| 30D | +9.8% | -8.4% | +18.2% | +12.3% |
| 3M | +16.2% | -7.8% | +24.0% | +18.5% |
| 6M | +13.6% | +0.8% | +12.8% | +12.5% |
| YTD | +44.4% | +16.5% | +27.9% | +36.8% |
| 1Y | +40.6% | +4.7% | +35.9% | +37.3% |
| 3Y | +48.2% | +21.1% | +27.1% | +35.8% |
| 5Y | +172.3% | +14.2% | +158.1% | +149.7% |
| All | +219.2% | +102.6% | +116.6% | +132.9% |
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