+119.0%
EOG vs PSA
+101.3%
+17.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | -3.6% | +4.7% | +1.8% |
| 30D | +2.8% | -9.4% | +12.2% | +4.9% |
| 3M | +5.9% | -8.2% | +14.1% | +7.6% |
| 6M | +17.1% | -1.8% | +18.9% | +16.8% |
| YTD | +43.9% | +15.7% | +28.2% | +37.9% |
| 1Y | +26.9% | +6.3% | +20.6% | +23.9% |
| 3Y | +23.6% | +21.6% | +2.0% | +15.3% |
| 5Y | +178.1% | +13.5% | +164.7% | +161.6% |
| All | +119.0% | +101.3% | +17.7% | +86.8% |
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 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