+158.0%
EXPE vs PSA
+98.4%
+59.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | -11.5% | -2.2% | -9.3% | -10.8% |
| 30D | -13.1% | -9.6% | -3.5% | -10.0% |
| 3M | +18.1% | -7.9% | +26.1% | +21.6% |
| 6M | +13.3% | -2.0% | +15.3% | +13.9% |
| YTD | -3.2% | +15.7% | -19.0% | -8.5% |
| 1Y | +26.1% | +5.8% | +20.4% | +23.0% |
| 3Y | +151.7% | +21.6% | +130.1% | +131.4% |
| 5Y | +88.3% | +13.1% | +75.2% | +74.3% |
| 10Y | +158.0% | +101.3% | +56.8% | +102.6% |
| All | +158.0% | +98.4% | +59.6% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling