-42.2%
RIG vs PSA
+102.6%
-144.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -1.9% |
| 7D | -3.1% | -1.8% | -1.3% | -2.6% |
| 30D | -0.5% | -8.4% | +7.8% | +1.7% |
| 3M | -6.0% | -7.8% | +1.9% | -4.2% |
| 6M | -10.1% | +0.8% | -10.9% | -11.2% |
| YTD | +37.3% | +16.5% | +20.8% | +30.3% |
| 1Y | +73.9% | +4.7% | +69.2% | +69.7% |
| 3Y | -30.2% | +21.1% | -51.2% | -35.5% |
| 5Y | +62.5% | +14.2% | +48.3% | +52.9% |
| All | -42.2% | +102.6% | -144.8% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling