+757.7%
PSA vs XHB
+173.9%
+583.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.7% |
| 7D | -3.7% | -1.3% | -2.4% | -3.0% |
| 30D | -7.7% | -6.9% | -0.9% | -4.1% |
| 3M | -0.6% | -1.3% | +0.7% | -0.6% |
| 6M | -0.9% | -6.8% | +5.9% | +2.0% |
| YTD | +18.7% | +0.7% | +17.9% | +16.9% |
| 1Y | +7.6% | -11.2% | +18.9% | +13.4% |
| 3Y | +23.7% | +25.3% | -1.7% | +4.4% |
| 5Y | +13.7% | +37.3% | -23.7% | -12.2% |
| 10Y | +98.9% | +211.5% | -112.7% | -15.4% |
| All | +757.7% | +173.9% | +583.8% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling