+251.6%
ORCL vs PSA
+140.2%
+111.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +0.5% | +1.5% | -1.0% | +0.1% |
| 30D | -15.3% | +16.7% | -31.9% | -19.1% |
| 3M | -18.2% | +4.0% | -22.2% | -19.3% |
| 6M | -38.4% | +10.9% | -49.3% | -40.8% |
| YTD | -37.7% | +34.2% | -71.9% | -43.9% |
| 1Y | -49.3% | +26.6% | -75.9% | -53.5% |
| 3Y | +10.6% | +54.7% | -44.1% | -7.8% |
| 5Y | +35.5% | +30.0% | +5.5% | +18.7% |
| 10Y | +251.6% | +132.7% | +118.9% | +146.4% |
| All | +251.6% | +140.2% | +111.4% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling