+140.8%
LLY vs PSA
+54.3%
+86.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.8% |
| 3M | +19.7% | +2.2% | +17.5% | +18.8% |
| 6M | +42.7% | +11.7% | +31.1% | +38.4% |
| YTD | +35.1% | +32.0% | +3.1% | +25.8% |
| 1Y | +42.2% | +26.3% | +15.9% | +33.6% |
| 3Y | +140.8% | +52.4% | +88.4% | +136.5% |
| All | +140.8% | +54.3% | +86.5% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling