+65.3%
RIG vs PSA
+13.0%
+52.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -4.2% | -3.6% | -0.5% | -3.0% |
| 30D | -0.7% | -9.4% | +8.7% | +2.5% |
| 3M | -4.0% | -8.2% | +4.2% | -1.6% |
| 6M | -6.3% | -1.8% | -4.5% | -6.9% |
| YTD | +39.7% | +15.7% | +24.0% | +30.4% |
| 1Y | +78.1% | +6.3% | +71.8% | +70.9% |
| 3Y | -29.5% | +21.6% | -51.0% | -37.9% |
| 5Y | +65.3% | +13.5% | +51.9% | +63.5% |
| All | +65.3% | +13.0% | +52.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling