+39.8%
EXPE vs PSA
+30.6%
+9.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -13.3% | +1.5% | -14.8% | -13.7% |
| 30D | -5.5% | +16.7% | -22.2% | -11.1% |
| 3M | -16.5% | +4.0% | -20.5% | -17.7% |
| 6M | +13.1% | +10.9% | +2.2% | +8.6% |
| YTD | -8.0% | +34.2% | -42.2% | -18.9% |
| 1Y | +1.1% | +26.6% | -25.6% | -8.7% |
| 3Y | +131.2% | +54.7% | +76.4% | +87.4% |
| 5Y | +39.8% | +30.0% | +9.7% | -0.9% |
| All | +39.8% | +30.6% | +9.2% | -0.9% |
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 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