+35.8%
PCAR vs PSA
+54.3%
-18.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.9% | -1.4% | +6.4% | +5.5% |
| 30D | -1.4% | +15.2% | -16.6% | -6.4% |
| 3M | -18.1% | +2.2% | -20.4% | -18.9% |
| 6M | -4.0% | +11.7% | -15.7% | -8.1% |
| YTD | -1.5% | +32.0% | -33.5% | -10.7% |
| 1Y | +13.2% | +26.3% | -13.1% | +3.9% |
| 3Y | +35.8% | +52.4% | -16.6% | +10.2% |
| All | +35.8% | +54.3% | -18.5% | +10.2% |
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 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