+32.7%
ORCL vs PSA
+23.9%
+8.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +5.3% | -3.7% | +8.9% | +5.5% |
| 30D | +10.0% | -7.7% | +17.7% | +10.6% |
| 3M | -32.6% | -0.6% | -32.0% | -32.9% |
| 6M | +4.9% | -0.9% | +5.8% | +4.0% |
| YTD | -17.8% | +18.7% | -36.4% | -21.1% |
| 1Y | -28.0% | +7.6% | -35.6% | -29.6% |
| All | +32.7% | +23.9% | +8.7% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling