+5,893.7%
RCL vs PSA
+11,179.8%
-5,286.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.2% |
| 7D | +8.5% | +0.8% | +7.8% | +8.1% |
| 30D | +20.4% | +15.9% | +4.5% | +11.1% |
| 3M | +11.0% | +4.2% | +6.8% | +8.6% |
| 6M | +24.9% | +10.1% | +14.7% | +18.0% |
| YTD | +23.9% | +33.3% | -9.5% | +5.2% |
| 1Y | +30.8% | +28.2% | +2.6% | +13.6% |
| 3Y | +270.4% | +54.9% | +215.5% | +182.2% |
| 5Y | +296.1% | +28.3% | +267.8% | +229.6% |
| 10Y | +375.0% | +134.1% | +241.0% | +168.2% |
| All | +5,893.7% | +11,179.8% | -5,286.1% | +968.3% |
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