+45.9%
ROK vs PSA
+13.0%
+32.8%
-45.1%
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 | -1.6% | -3.6% | +2.0% | 0.0% |
| 30D | -5.4% | -9.4% | +3.9% | -1.2% |
| 3M | -4.0% | -8.2% | +4.2% | -0.6% |
| 6M | +13.3% | -1.8% | +15.2% | +13.5% |
| YTD | +9.3% | +15.7% | -6.4% | +1.3% |
| 1Y | +25.8% | +6.3% | +19.5% | +20.8% |
| 3Y | +49.1% | +21.6% | +27.5% | +29.2% |
| 5Y | +45.9% | +13.5% | +32.4% | +32.4% |
| All | +45.9% | +13.0% | +32.8% | +32.4% |
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