-22.3%
SYK vs PSA
+7.3%
-29.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | -8.3% | -3.7% | -4.7% | -6.9% |
| 30D | -10.1% | -7.7% | -2.3% | -7.1% |
| 3M | +0.9% | -0.6% | +1.5% | +1.8% |
| 6M | -20.2% | -0.9% | -19.3% | -19.6% |
| YTD | -13.3% | +18.7% | -31.9% | -17.7% |
| 1Y | -22.3% | +7.6% | -30.0% | -23.3% |
| All | -22.3% | +7.3% | -29.6% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling