+130.8%
SLB vs PSA
+13.6%
+117.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.5% |
| 3M | -0.3% | -0.6% | +0.3% | -0.5% |
| 6M | +21.3% | -0.9% | +22.3% | +21.0% |
| YTD | +52.3% | +18.7% | +33.6% | +43.6% |
| 1Y | +63.6% | +7.6% | +56.0% | +58.6% |
| 3Y | +3.8% | +23.7% | -19.9% | -5.1% |
| All | +130.8% | +13.6% | +117.2% | +110.8% |
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