+340.8%
HPE vs PSA
+13.0%
+327.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.4% | -3.6% | +5.1% | +2.2% |
| 30D | +1.5% | -9.4% | +10.9% | +3.7% |
| 3M | +21.7% | -8.2% | +29.9% | +23.5% |
| 6M | +164.2% | -1.8% | +166.0% | +162.1% |
| YTD | +132.1% | +15.7% | +116.3% | +120.1% |
| 1Y | +130.6% | +6.3% | +124.4% | +123.1% |
| 3Y | +244.1% | +21.6% | +222.6% | +210.3% |
| 5Y | +340.8% | +13.5% | +327.4% | +305.9% |
| All | +340.8% | +13.0% | +327.8% | +305.9% |
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