+130.4%
PSA vs EIX
+34.9%
+95.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | +15.6% | +8.1% | +7.5% | +12.8% |
| 3M | +4.1% | -12.1% | +16.2% | +6.7% |
| 6M | +9.2% | -13.4% | +22.6% | +12.1% |
| YTD | +32.3% | +5.6% | +26.7% | +26.7% |
| 1Y | +26.2% | +7.8% | +18.3% | +19.9% |
| 3Y | +53.7% | +9.8% | +43.8% | +42.8% |
| 5Y | +26.6% | +18.8% | +7.7% | +14.1% |
| All | +130.4% | +34.9% | +95.5% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling