+99.2%
PSA vs XME
+426.6%
-327.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.7% |
| 7D | -3.6% | -3.0% | -0.6% | -3.1% |
| 30D | -9.4% | -2.6% | -6.8% | -9.1% |
| 3M | -8.2% | +2.2% | -10.3% | -9.0% |
| 6M | -1.8% | +0.7% | -2.5% | -2.7% |
| YTD | +15.7% | +10.9% | +4.8% | +12.2% |
| 1Y | +6.3% | +35.7% | -29.4% | -1.4% |
| 3Y | +21.6% | +127.1% | -105.6% | +0.3% |
| 5Y | +13.5% | +168.5% | -155.0% | -9.8% |
| All | +99.2% | +426.6% | -327.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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