+23.9%
SRE vs PSA
+54.7%
-30.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.4% |
| 30D | -4.1% | +15.6% | -19.7% | -8.8% |
| 3M | -7.3% | +4.1% | -11.4% | -8.7% |
| 6M | -14.1% | +9.2% | -23.3% | -17.0% |
| YTD | -8.5% | +32.3% | -40.8% | -17.7% |
| 1Y | -12.0% | +26.2% | -38.2% | -19.5% |
| All | +23.9% | +54.7% | -30.7% | -1.8% |
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 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