+2,024.1%
LLY vs PSA
+131.0%
+1,893.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.6% | +0.8% | +0.9% | +1.4% |
| 30D | +21.5% | +15.9% | +5.6% | +16.1% |
| 3M | +16.4% | +4.2% | +12.2% | +14.9% |
| 6M | +51.5% | +10.1% | +41.4% | +46.9% |
| YTD | +33.9% | +33.3% | +0.6% | +22.6% |
| 1Y | +49.1% | +28.2% | +20.9% | +38.0% |
| 3Y | +144.6% | +54.9% | +89.8% | +111.1% |
| 5Y | +466.3% | +28.3% | +438.0% | +411.6% |
| 10Y | +2,024.1% | +134.1% | +1,890.1% | +1,455.0% |
| All | +2,024.1% | +131.0% | +1,893.1% | +1,455.0% |
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