+277.8%
ORCL vs PSA
+133.3%
+144.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +3.8% | -2.1% | +5.8% | +4.4% |
| 30D | -6.6% | +16.2% | -22.8% | -10.6% |
| 3M | -11.4% | +4.3% | -15.8% | -12.7% |
| 6M | -33.3% | +9.9% | -43.2% | -35.7% |
| YTD | -33.3% | +33.3% | -66.5% | -39.8% |
| 1Y | -44.9% | +25.8% | -70.7% | -49.5% |
| 3Y | +17.6% | +54.8% | -37.1% | -2.1% |
| 5Y | +46.1% | +27.5% | +18.5% | +28.8% |
| 10Y | +277.8% | +134.5% | +143.2% | +164.2% |
| All | +277.8% | +133.3% | +144.4% | +164.2% |
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