+129.9%
PSA vs XME
+260.6%
-130.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -1.4% | +0.3% | -1.8% | -1.5% |
| 30D | +15.2% | -6.1% | +21.3% | +16.3% |
| 3M | +2.2% | -18.6% | +20.8% | +5.8% |
| 6M | +11.7% | -23.9% | +35.6% | +16.5% |
| YTD | +32.0% | -9.3% | +41.4% | +32.6% |
| 1Y | +26.3% | +1.8% | +24.5% | +23.9% |
| 3Y | +52.4% | +93.0% | -40.6% | +29.4% |
| 5Y | +26.3% | +107.0% | -80.7% | +5.4% |
| All | +129.9% | +260.6% | -130.7% | +50.3% |
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