+5.0%
LVS vs PSA
+26.3%
-21.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | +10.0% | +15.2% | -5.2% | +5.7% |
| 3M | -11.0% | +2.2% | -13.2% | -11.6% |
| 6M | -20.1% | +11.7% | -31.8% | -22.8% |
| YTD | -36.3% | +32.0% | -68.4% | -41.8% |
| 1Y | -36.8% | +26.3% | -63.1% | -41.4% |
| 3Y | -9.5% | +52.4% | -61.9% | -22.6% |
| All | +5.0% | +26.3% | -21.3% | -13.1% |
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 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