+13.6%
PSA vs SBAC
-43.9%
+57.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -8.2% | +3.2% | -11.4% | -9.4% |
| 3M | -2.1% | -5.1% | +2.9% | -0.4% |
| 6M | -0.2% | -2.1% | +1.9% | -0.7% |
| YTD | +18.5% | -0.5% | +19.0% | +16.6% |
| 1Y | +6.6% | +1.1% | +5.5% | +3.9% |
| 3Y | +24.5% | -7.4% | +31.9% | +24.9% |
| 5Y | +13.6% | -44.3% | +57.9% | +46.5% |
| All | +13.6% | -43.9% | +57.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling