+73.7%
EXE vs PSA
+27.5%
+46.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | -0.2% | +16.2% | -16.4% | -3.8% |
| 3M | -9.2% | +4.3% | -13.6% | -10.3% |
| 6M | -7.2% | +9.9% | -17.1% | -9.7% |
| YTD | -18.3% | +33.3% | -51.5% | -25.4% |
| 1Y | -23.6% | +25.8% | -49.4% | -29.0% |
| 3Y | +21.9% | +54.8% | -32.8% | -0.2% |
| 5Y | +73.7% | +27.5% | +46.1% | +41.8% |
| All | +73.7% | +27.5% | +46.2% | +41.8% |
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 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