+14,023.4%
PSA vs EIX
+1,083.9%
+12,939.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -3.7% | -19.1% | +15.4% | +0.4% |
| 30D | -7.7% | -16.9% | +9.2% | -4.6% |
| 3M | -0.6% | -20.0% | +19.4% | +3.5% |
| 6M | -0.9% | -21.3% | +20.4% | +3.6% |
| YTD | +18.7% | -1.7% | +20.4% | +17.5% |
| 1Y | +7.6% | +9.6% | -1.9% | +3.6% |
| 3Y | +23.7% | -3.7% | +27.3% | +21.6% |
| 5Y | +13.7% | +22.6% | -9.0% | +5.4% |
| 10Y | +98.9% | +17.7% | +81.2% | +80.2% |
| All | +14,023.4% | +1,083.9% | +12,939.5% | +9,068.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling