-32.9%
LVS vs PSA
+28.3%
-61.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +11.4% | +7.4% | +4.0% | +10.5% |
| 30D | +13.6% | +19.1% | -5.5% | +11.5% |
| 3M | -10.0% | +5.1% | -15.1% | -10.8% |
| 6M | -20.6% | +16.2% | -36.7% | -21.6% |
| YTD | -35.5% | +35.2% | -70.7% | -36.5% |
| 1Y | -32.9% | +27.1% | -60.0% | -33.1% |
| All | -32.9% | +28.3% | -61.2% | -33.1% |
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