+163.2%
OXY vs PSA
+13.0%
+150.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -3.6% | +5.0% | +2.1% |
| 30D | +4.0% | -9.4% | +13.4% | +6.1% |
| 3M | +7.6% | -8.2% | +15.8% | +9.3% |
| 6M | +16.2% | -1.8% | +18.0% | +15.7% |
| YTD | +50.8% | +15.7% | +35.1% | +43.0% |
| 1Y | +34.7% | +6.3% | +28.4% | +30.7% |
| 3Y | -1.0% | +21.6% | -22.6% | -9.6% |
| 5Y | +163.2% | +13.5% | +149.7% | +158.9% |
| All | +163.2% | +13.0% | +150.1% | +158.9% |
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