+48.3%
SRE vs PSA
+13.0%
+35.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.7% | -3.6% | +3.0% | +0.7% |
| 30D | -1.7% | -9.4% | +7.7% | +1.9% |
| 3M | -7.1% | -8.2% | +1.1% | -4.3% |
| 6M | -8.4% | -1.8% | -6.5% | -8.2% |
| YTD | -3.5% | +15.7% | -19.3% | -9.4% |
| 1Y | +5.4% | +6.3% | -0.9% | +2.1% |
| 3Y | +29.5% | +21.6% | +8.0% | +16.4% |
| 5Y | +48.3% | +13.5% | +34.9% | +35.5% |
| All | +48.3% | +13.0% | +35.3% | +35.5% |
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