+26.6%
PSA vs XME
+112.8%
-86.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -2.1% | +5.3% | -7.4% | -3.3% |
| 30D | +15.6% | -8.2% | +23.8% | +17.5% |
| 3M | +4.1% | -18.4% | +22.5% | +8.5% |
| 6M | +9.2% | -22.8% | +32.0% | +14.8% |
| YTD | +32.3% | -7.9% | +40.2% | +32.0% |
| 1Y | +26.2% | -0.9% | +27.0% | +23.2% |
| 3Y | +53.7% | +96.0% | -42.3% | +19.7% |
| 5Y | +26.6% | +110.3% | -83.8% | +1.0% |
| All | +26.6% | +112.8% | -86.2% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling