+958.5%
SLB vs PSA
+14,185.8%
-13,227.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.8% | -3.7% | +4.5% | +2.0% |
| 30D | +15.8% | -7.7% | +23.6% | +18.8% |
| 3M | -0.3% | -0.6% | +0.3% | -0.4% |
| 6M | +21.3% | -0.9% | +22.3% | +21.1% |
| YTD | +52.3% | +18.7% | +33.6% | +43.2% |
| 1Y | +63.6% | +7.6% | +56.0% | +58.7% |
| 3Y | +3.8% | +23.7% | -19.9% | -5.2% |
| 5Y | +128.6% | +13.7% | +115.0% | +111.4% |
| 10Y | -3.1% | +98.9% | -101.9% | -28.2% |
| All | +958.5% | +14,185.8% | -13,227.3% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling