+52.7%
PSA vs XME
+96.3%
-43.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -2.1% | +5.3% | -7.4% | -2.9% |
| 30D | +15.6% | -8.2% | +23.8% | +16.9% |
| 3M | +4.1% | -18.4% | +22.5% | +7.1% |
| 6M | +9.2% | -22.8% | +32.0% | +13.4% |
| YTD | +32.3% | -7.9% | +40.2% | +31.9% |
| 1Y | +26.2% | -0.9% | +27.0% | +23.9% |
| All | +52.7% | +96.3% | -43.6% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling