+30.6%
ORCL vs PSA
+30.3%
+0.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -11.2% | +3.9% | -15.1% | -11.8% |
| 30D | -18.8% | +19.7% | -38.5% | -21.9% |
| 3M | -18.8% | +4.3% | -23.0% | -19.6% |
| 6M | -39.7% | +11.4% | -51.1% | -41.5% |
| YTD | -39.6% | +33.9% | -73.6% | -44.6% |
| 1Y | -51.7% | +28.3% | -80.0% | -55.2% |
| 3Y | +10.2% | +53.5% | -43.2% | -6.6% |
| All | +30.6% | +30.3% | +0.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling