+62.5%
SLB vs PSA
+30.3%
+32.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -7.1% | +3.9% | -11.0% | -8.2% |
| 30D | +4.1% | +19.7% | -15.6% | -1.5% |
| 3M | -2.6% | +4.3% | -6.9% | -4.0% |
| 6M | -8.6% | +11.4% | -19.9% | -11.9% |
| YTD | +32.2% | +33.9% | -1.7% | +19.9% |
| 1Y | +40.7% | +28.3% | +12.4% | +29.2% |
| 3Y | -4.5% | +53.5% | -58.0% | -18.6% |
| All | +62.5% | +30.3% | +32.2% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling