+17,561.1%
LLY vs PSA
+14,185.8%
+3,375.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.1% | -3.7% | +1.5% | -1.3% |
| 30D | -1.6% | -7.7% | +6.1% | +0.3% |
| 3M | +2.3% | -0.6% | +2.9% | +2.4% |
| 6M | +14.9% | -0.9% | +15.8% | +15.1% |
| YTD | +7.5% | +18.7% | -11.2% | +3.1% |
| 1Y | +55.7% | +7.6% | +48.0% | +52.5% |
| 3Y | +110.6% | +23.7% | +86.9% | +98.1% |
| 5Y | +363.4% | +13.7% | +349.8% | +340.1% |
| 10Y | +1,649.0% | +98.9% | +1,550.1% | +1,332.9% |
| All | +17,561.1% | +14,185.8% | +3,375.3% | +8,383.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling