+39.2%
LVS vs PSA
+1,183.3%
-1,144.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -1.3% | -2.1% | +0.8% | -0.1% |
| 30D | +12.2% | +16.2% | -4.0% | +3.0% |
| 3M | -11.3% | +4.3% | -15.6% | -13.5% |
| 6M | -21.6% | +9.9% | -31.5% | -26.3% |
| YTD | -36.6% | +33.3% | -69.9% | -47.1% |
| 1Y | -38.4% | +25.8% | -64.2% | -47.0% |
| 3Y | -10.2% | +54.8% | -64.9% | -33.5% |
| 5Y | +9.4% | +27.5% | -18.1% | -12.7% |
| 10Y | -11.3% | +134.5% | -145.8% | -56.3% |
| All | +39.2% | +1,183.3% | -1,144.1% | -79.5% |
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 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