+363.4%
ORCL vs PSA
+100.1%
+263.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +15.0% | -0.4% | +15.4% | +15.1% |
| 30D | +10.5% | -8.2% | +18.7% | +13.2% |
| 3M | -23.0% | -2.1% | -20.9% | -23.0% |
| 6M | +7.0% | -0.2% | +7.2% | +5.9% |
| YTD | -15.8% | +18.5% | -34.3% | -21.3% |
| 1Y | -31.1% | +6.6% | -37.7% | -33.5% |
| 3Y | +33.3% | +24.5% | +8.8% | +19.5% |
| 5Y | +94.3% | +13.6% | +80.7% | +77.5% |
| 10Y | +363.4% | +102.0% | +261.4% | +240.7% |
| All | +363.4% | +100.1% | +263.3% | +240.7% |
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