+443.8%
LLY vs PSA
+30.3%
+413.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -4.5% | +3.9% | -8.4% | -5.6% |
| 30D | +13.9% | +19.7% | -5.8% | +8.1% |
| 3M | +13.8% | +4.3% | +9.5% | +12.3% |
| 6M | +37.6% | +11.4% | +26.2% | +33.2% |
| YTD | +26.6% | +33.9% | -7.3% | +16.5% |
| 1Y | +45.3% | +28.3% | +17.1% | +35.1% |
| 3Y | +132.2% | +53.5% | +78.7% | +104.1% |
| All | +443.8% | +30.3% | +413.5% | +398.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling