+43.2%
EOG vs PSA
+54.3%
-11.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.7% |
| 30D | +3.4% | +15.2% | -11.8% | +1.7% |
| 3M | +12.7% | +2.2% | +10.5% | +12.4% |
| 6M | +19.0% | +11.7% | +7.3% | +17.2% |
| YTD | +55.6% | +32.0% | +23.5% | +47.5% |
| 1Y | +49.5% | +26.3% | +23.3% | +43.2% |
| 3Y | +43.2% | +52.4% | -9.2% | +24.9% |
| All | +43.2% | +54.3% | -11.2% | +24.9% |
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 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