+24.5%
PSA vs EIX
0.0%
+24.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.3% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -8.2% | -13.5% | +5.4% | -5.7% |
| 3M | -2.1% | -15.3% | +13.1% | +0.7% |
| 6M | -0.2% | -15.3% | +15.1% | +2.6% |
| YTD | +18.5% | +2.7% | +15.8% | +14.0% |
| 1Y | +6.6% | +17.4% | -10.9% | -2.2% |
| 3Y | +24.5% | -1.3% | +25.8% | +18.5% |
| All | +24.5% | 0.0% | +24.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling