+639.9%
LYB vs PSA
+464.6%
+175.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | -3.6% | +2.9% | +1.1% |
| 30D | +1.5% | -9.4% | +10.9% | +6.3% |
| 3M | -0.3% | -8.2% | +7.9% | +3.3% |
| 6M | +0.1% | -1.8% | +1.9% | -1.1% |
| YTD | +53.4% | +15.7% | +37.7% | +39.7% |
| 1Y | +25.6% | +6.3% | +19.4% | +19.3% |
| 3Y | -21.3% | +21.6% | -42.9% | -31.7% |
| 5Y | -2.4% | +13.5% | -15.9% | -15.5% |
| 10Y | +48.8% | +101.3% | -52.5% | -13.7% |
| All | +639.9% | +464.6% | +175.3% | +74.5% |
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