+102.0%
PSA vs EXPD
+308.0%
-206.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | -8.2% | +4.1% | -12.2% | -9.3% |
| 3M | -2.1% | +13.8% | -15.9% | -6.0% |
| 6M | -0.2% | +27.3% | -27.5% | -7.6% |
| YTD | +18.5% | +25.4% | -6.9% | +9.6% |
| 1Y | +6.6% | +54.4% | -47.8% | -8.0% |
| 3Y | +24.5% | +67.9% | -43.4% | +3.0% |
| 5Y | +13.6% | +59.2% | -45.6% | -6.2% |
| 10Y | +102.0% | +308.6% | -206.6% | +27.1% |
| All | +102.0% | +308.0% | -206.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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