+21,774.2%
SHW vs PSA
+15,943.7%
+5,830.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.1% | -2.1% | -0.1% | -1.5% |
| 30D | +11.1% | +16.2% | -5.1% | +6.1% |
| 3M | -2.2% | +4.3% | -6.5% | -3.4% |
| 6M | +14.3% | +9.9% | +4.5% | +11.1% |
| YTD | +10.6% | +33.3% | -22.7% | +1.3% |
| 1Y | +4.1% | +25.8% | -21.8% | -3.0% |
| 3Y | +42.9% | +54.8% | -11.9% | +24.5% |
| 5Y | +14.2% | +27.5% | -13.3% | +4.8% |
| 10Y | +346.7% | +134.5% | +212.2% | +239.5% |
| All | +21,774.2% | +15,943.7% | +5,830.5% | +8,786.9% |
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