+20,418.4%
SHW vs PSA
+14,185.8%
+6,232.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | -3.2% | -3.7% | +0.4% | -2.1% |
| 30D | -9.5% | -7.7% | -1.8% | -7.2% |
| 3M | +11.5% | -0.6% | +12.1% | +11.7% |
| 6M | -3.5% | -0.9% | -2.6% | -3.2% |
| YTD | +3.7% | +18.7% | -14.9% | -1.5% |
| 1Y | -7.9% | +7.6% | -15.5% | -10.0% |
| 3Y | +24.7% | +23.7% | +1.0% | +16.4% |
| 5Y | +13.6% | +13.7% | -0.1% | +7.9% |
| 10Y | +283.0% | +98.9% | +184.1% | +205.4% |
| All | +20,418.4% | +14,185.8% | +6,232.7% | +8,542.3% |
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