+42.2%
LLY vs PSA
+26.5%
+15.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +6.7% | -1.4% | +8.2% | +7.4% |
| 30D | +19.6% | +15.2% | +4.4% | +12.4% |
| 3M | +19.7% | +2.2% | +17.5% | +18.4% |
| 6M | +42.7% | +11.7% | +31.1% | +36.4% |
| YTD | +35.1% | +32.0% | +3.1% | +23.4% |
| 1Y | +42.2% | +26.3% | +15.9% | +32.0% |
| All | +42.2% | +26.5% | +15.7% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling