-4.8%
SLB vs PSA
+100.1%
-104.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +13.6% | -8.2% | +21.7% | +16.1% |
| 3M | +1.5% | -2.1% | +3.6% | +1.8% |
| 6M | +23.0% | -0.2% | +23.2% | +22.5% |
| YTD | +51.2% | +18.5% | +32.7% | +43.6% |
| 1Y | +63.5% | +6.6% | +56.9% | +59.6% |
| 3Y | +2.5% | +24.5% | -21.9% | -5.1% |
| 5Y | +139.2% | +13.6% | +125.6% | +123.8% |
| 10Y | -4.8% | +102.0% | -106.7% | -22.2% |
| All | -4.8% | +100.1% | -104.8% | -22.2% |
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