-18.9%
EXE vs PSA
+28.0%
-46.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -2.5% |
| 7D | -4.7% | +10.5% | -15.2% | -3.4% |
| 30D | +1.0% | +21.7% | -20.7% | +3.6% |
| 3M | -5.6% | +6.1% | -11.7% | -5.2% |
| 6M | -12.3% | +18.3% | -30.6% | -10.2% |
| YTD | -19.5% | +36.1% | -55.5% | -17.5% |
| 1Y | -18.9% | +29.3% | -48.2% | -14.9% |
| All | -18.9% | +28.0% | -46.9% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling