+3,929.8%
PSA vs EXEL
+347.1%
+3,582.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -2.1% | -2.8% | +0.8% | -1.8% |
| 30D | +16.2% | +18.2% | -2.0% | +14.1% |
| 3M | +4.3% | +37.7% | -33.4% | +0.7% |
| 6M | +9.9% | +42.2% | -32.3% | +5.5% |
| YTD | +33.3% | +61.3% | -28.0% | +25.9% |
| 1Y | +25.8% | +64.5% | -38.7% | +18.5% |
| 3Y | +54.8% | +236.7% | -181.9% | +32.8% |
| 5Y | +27.5% | +296.3% | -268.8% | +6.5% |
| 10Y | +134.5% | +331.1% | -196.6% | +80.9% |
| All | +3,929.8% | +347.1% | +3,582.7% | +1,981.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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