+1,545.2%
LLY vs PSA
+100.1%
+1,445.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -5.1% | -8.2% | +3.1% | -2.6% |
| 3M | -2.1% | -2.1% | +0.1% | -1.4% |
| 6M | +13.8% | -0.2% | +14.1% | +13.8% |
| YTD | +5.1% | +18.5% | -13.4% | -0.2% |
| 1Y | +53.1% | +6.6% | +46.5% | +49.7% |
| 3Y | +95.6% | +24.5% | +71.2% | +80.9% |
| 5Y | +361.5% | +13.6% | +347.9% | +333.4% |
| 10Y | +1,545.2% | +102.0% | +1,443.2% | +1,169.5% |
| All | +1,545.2% | +100.1% | +1,445.1% | +1,169.5% |
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