+15.4%
ORCL vs PSA
+54.7%
-39.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +10.4% | -2.1% | +12.5% | +10.4% |
| 30D | -11.2% | +15.6% | -26.8% | -11.8% |
| 3M | -16.8% | +4.1% | -20.8% | -16.9% |
| 6M | -31.5% | +9.2% | -40.7% | -32.0% |
| YTD | -33.9% | +32.3% | -66.2% | -36.4% |
| 1Y | -43.3% | +26.2% | -69.4% | -45.0% |
| All | +15.4% | +54.7% | -39.3% | -0.8% |
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