-17.3%
SLB vs PSA
+139.7%
-157.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -7.1% | +3.9% | -11.0% | -8.1% |
| 30D | +4.1% | +19.7% | -15.6% | -1.0% |
| 3M | -2.6% | +4.3% | -6.9% | -3.9% |
| 6M | -8.6% | +11.4% | -19.9% | -11.6% |
| YTD | +32.2% | +33.9% | -1.7% | +21.3% |
| 1Y | +40.7% | +28.3% | +12.4% | +30.5% |
| 3Y | -4.5% | +53.5% | -58.0% | -16.6% |
| 5Y | +66.4% | +30.6% | +35.7% | +49.8% |
| All | -17.3% | +139.7% | -157.0% | -35.1% |
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