+176.4%
EOG vs PSA
+10.8%
+165.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.9% |
| 30D | +3.4% | -9.6% | +12.9% | +5.4% |
| 3M | +7.8% | -7.9% | +15.7% | +9.5% |
| 6M | +13.4% | -2.0% | +15.3% | +13.1% |
| YTD | +43.5% | +15.7% | +27.7% | +36.8% |
| 1Y | +29.7% | +5.8% | +23.9% | +26.5% |
| 3Y | +23.2% | +21.6% | +1.6% | +13.2% |
| 5Y | +176.4% | +13.1% | +163.3% | +168.6% |
| All | +176.4% | +10.8% | +165.6% | +168.6% |
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