+2.1%
SLB vs PSA
+27.0%
-24.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.8% | -3.7% | +4.5% | +1.9% |
| 30D | +15.8% | -7.7% | +23.6% | +18.6% |
| 3M | -0.3% | -0.6% | +0.3% | -0.6% |
| 6M | +21.3% | -0.9% | +22.3% | +20.8% |
| YTD | +52.3% | +18.7% | +33.6% | +42.8% |
| 1Y | +63.6% | +7.6% | +56.0% | +57.7% |
| All | +2.1% | +27.0% | -24.9% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling