+7,608.4%
EOG vs PSA
+14,185.8%
-6,577.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.4% |
| 30D | +8.2% | -7.7% | +15.9% | +10.8% |
| 3M | +3.8% | -0.6% | +4.4% | +3.7% |
| 6M | +15.3% | -0.9% | +16.2% | +14.5% |
| YTD | +41.7% | +18.7% | +23.1% | +32.9% |
| 1Y | +23.6% | +7.6% | +15.9% | +19.2% |
| 3Y | +23.3% | +23.7% | -0.4% | +12.2% |
| 5Y | +170.4% | +13.7% | +156.8% | +149.1% |
| 10Y | +125.5% | +98.9% | +26.7% | +67.6% |
| All | +7,608.4% | +14,185.8% | -6,577.4% | +2,563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling