+63.3%
SLB vs PSA
+4.9%
+58.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.6% |
| 7D | -1.9% | -2.2% | +0.4% | -1.2% |
| 30D | +7.8% | -9.6% | +17.3% | +11.1% |
| 3M | +2.7% | -7.9% | +10.6% | +4.9% |
| 6M | +22.2% | -2.0% | +24.2% | +21.6% |
| YTD | +51.1% | +15.7% | +35.3% | +36.6% |
| 1Y | +63.3% | +5.8% | +57.6% | +49.0% |
| All | +63.3% | +4.9% | +58.5% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling