+14.9%
PSA vs XHB
+33.0%
-18.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -1.8% | -4.6% | +2.8% | +0.1% |
| 30D | -8.4% | -9.1% | +0.8% | -4.7% |
| 3M | -7.8% | -8.6% | +0.7% | -4.7% |
| 6M | +0.8% | -4.0% | +4.8% | +1.8% |
| YTD | +16.5% | -3.9% | +20.4% | +17.6% |
| 1Y | +4.7% | -16.5% | +21.2% | +11.8% |
| 3Y | +21.1% | +22.6% | -1.5% | +8.4% |
| All | +14.9% | +33.0% | -18.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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