+4,549.4%
RCL vs PSA
+9,937.9%
-5,388.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -5.1% | -3.7% | -1.4% | -3.1% |
| 30D | -19.0% | -7.7% | -11.3% | -15.3% |
| 3M | -9.6% | -0.6% | -9.0% | -9.5% |
| 6M | -6.7% | -0.9% | -5.8% | -6.4% |
| YTD | -3.9% | +18.7% | -22.6% | -13.0% |
| 1Y | -25.1% | +7.6% | -32.7% | -28.6% |
| 3Y | +179.1% | +23.7% | +155.5% | +140.5% |
| 5Y | +243.3% | +13.7% | +229.6% | +203.4% |
| 10Y | +325.8% | +98.9% | +226.9% | +162.6% |
| All | +4,549.4% | +9,937.9% | -5,388.5% | +783.0% |
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