-4.9%
LYB vs PSA
+13.7%
-18.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.1% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | +2.5% | -8.4% | +10.8% | +5.0% |
| 3M | +1.4% | -7.8% | +9.2% | +3.5% |
| 6M | -3.5% | +0.8% | -4.3% | -4.9% |
| YTD | +52.0% | +16.5% | +35.5% | +42.1% |
| 1Y | +22.1% | +4.7% | +17.3% | +18.3% |
| 3Y | -22.8% | +21.1% | -43.8% | -29.4% |
| All | -4.9% | +13.7% | -18.7% | -11.4% |
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