+178.5%
EXE vs PSA
+60.6%
+117.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | -0.3% | -3.7% | +3.4% | +0.5% |
| 30D | +8.5% | -7.7% | +16.2% | +10.3% |
| 3M | +5.5% | -0.6% | +6.1% | +5.3% |
| 6M | -5.9% | -0.9% | -5.0% | -6.2% |
| YTD | -9.7% | +18.7% | -28.4% | -14.4% |
| 1Y | +3.6% | +7.6% | -4.1% | +0.7% |
| 3Y | +18.0% | +23.7% | -5.6% | +6.7% |
| 5Y | +109.4% | +13.7% | +95.8% | +100.7% |
| All | +178.5% | +60.6% | +117.9% | +179.8% |
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 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