+5,669.9%
RCL vs PSA
+11,231.2%
-5,561.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +6.5% | +3.9% | +2.6% | +4.4% |
| 30D | +15.9% | +19.7% | -3.8% | +5.1% |
| 3M | +2.7% | +4.3% | -1.6% | +0.4% |
| 6M | +15.2% | +11.4% | +3.9% | +8.3% |
| YTD | +19.2% | +33.9% | -14.7% | +1.1% |
| 1Y | +31.6% | +28.3% | +3.3% | +14.2% |
| 3Y | +274.2% | +53.5% | +220.7% | +186.6% |
| 5Y | +250.1% | +30.6% | +219.5% | +188.5% |
| 10Y | +388.4% | +145.8% | +242.7% | +168.0% |
| All | +5,669.9% | +11,231.2% | -5,561.3% | +925.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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