+2,080.1%
LLY vs PSA
+132.6%
+1,947.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +6.7% | -1.4% | +8.2% | +7.2% |
| 30D | +19.6% | +15.2% | +4.4% | +14.5% |
| 3M | +19.7% | +2.2% | +17.5% | +18.9% |
| 6M | +42.7% | +11.7% | +31.1% | +37.9% |
| YTD | +35.1% | +32.0% | +3.1% | +24.0% |
| 1Y | +42.2% | +26.3% | +15.9% | +32.2% |
| 3Y | +140.8% | +52.4% | +88.4% | +108.8% |
| 5Y | +480.6% | +26.3% | +454.3% | +427.1% |
| All | +2,080.1% | +132.6% | +1,947.5% | +1,498.2% |
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