+45.6%
DUK vs PSA
+21.5%
+24.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -3.6% | +2.0% | -0.5% |
| 30D | -2.2% | -9.4% | +7.1% | +0.8% |
| 3M | -3.7% | -8.2% | +4.5% | -1.1% |
| 6M | -6.3% | -1.8% | -4.5% | -5.9% |
| YTD | +4.5% | +15.7% | -11.2% | -0.4% |
| 1Y | +1.8% | +6.3% | -4.5% | -0.5% |
| All | +45.6% | +21.5% | +24.1% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling