+172.2%
CVX vs PSA
+10.8%
+161.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | +10.7% | -9.6% | +20.2% | +12.6% |
| 3M | +15.5% | -7.9% | +23.4% | +17.1% |
| 6M | +14.9% | -2.0% | +16.9% | +14.8% |
| YTD | +44.2% | +15.7% | +28.5% | +38.5% |
| 1Y | +43.5% | +5.8% | +37.8% | +40.6% |
| 3Y | +45.0% | +21.6% | +23.4% | +34.9% |
| 5Y | +172.2% | +13.1% | +159.0% | +163.8% |
| All | +172.2% | +10.8% | +161.3% | +163.8% |
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