+2,006.3%
LLY vs PSA
+140.2%
+1,866.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | +19.7% | +16.7% | +3.1% | +14.3% |
| 3M | +19.3% | +4.0% | +15.2% | +17.7% |
| 6M | +49.3% | +10.9% | +38.5% | +44.6% |
| YTD | +32.0% | +34.2% | -2.2% | +20.6% |
| 1Y | +53.7% | +26.6% | +27.1% | +42.7% |
| 3Y | +143.7% | +54.7% | +89.0% | +110.4% |
| 5Y | +463.9% | +30.0% | +433.9% | +407.3% |
| 10Y | +2,006.3% | +132.7% | +1,873.7% | +1,437.9% |
| All | +2,006.3% | +140.2% | +1,866.2% | +1,437.9% |
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 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