+3,488.2%
PSA vs EXEL
+273.2%
+3,215.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | +8.4% | -12.0% | -4.5% |
| 30D | -7.7% | +4.1% | -11.8% | -8.2% |
| 3M | -0.6% | +12.4% | -13.0% | -2.0% |
| 6M | -0.9% | +41.5% | -42.5% | -4.9% |
| YTD | +18.7% | +34.6% | -16.0% | +14.4% |
| 1Y | +7.6% | +57.9% | -50.2% | +1.7% |
| 3Y | +23.7% | +159.5% | -135.8% | +9.0% |
| 5Y | +13.7% | +198.5% | -184.8% | -2.2% |
| 10Y | +98.9% | +411.4% | -312.5% | +48.9% |
| All | +3,488.2% | +273.2% | +3,215.0% | +1,791.2% |
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