+827.3%
SLB vs PSA
+16,059.4%
-15,232.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -3.7% | +1.5% | -5.2% | -4.2% |
| 30D | +2.9% | +16.7% | -13.7% | -2.3% |
| 3M | +0.2% | +4.0% | -3.8% | -1.3% |
| 6M | -4.4% | +10.9% | -15.3% | -8.1% |
| YTD | +33.4% | +34.2% | -0.8% | +20.3% |
| 1Y | +40.8% | +26.6% | +14.1% | +29.4% |
| 3Y | +3.2% | +54.7% | -51.5% | -12.4% |
| 5Y | +64.8% | +30.0% | +34.8% | +45.8% |
| 10Y | -16.6% | +132.7% | -149.2% | -41.3% |
| All | +827.3% | +16,059.4% | -15,232.1% | +220.7% |
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