+132.3%
HON vs PSA
+102.6%
+29.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -3.5% | -1.8% | -1.6% | -2.8% |
| 30D | -13.8% | -8.4% | -5.4% | -11.0% |
| 3M | -11.7% | -7.8% | -3.8% | -9.1% |
| 6M | -18.7% | +0.8% | -19.5% | -19.4% |
| YTD | +0.2% | +16.5% | -16.3% | -5.7% |
| 1Y | -3.1% | +4.7% | -7.8% | -5.4% |
| 3Y | +17.0% | +21.1% | -4.1% | +6.2% |
| 5Y | +2.0% | +14.2% | -12.2% | -7.4% |
| All | +132.3% | +102.6% | +29.7% | +62.0% |
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