-28.4%
SYK vs PSA
+6.8%
-35.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.8% |
| 7D | -9.1% | -1.8% | -7.3% | -8.4% |
| 30D | -20.6% | -8.4% | -12.3% | -17.7% |
| 3M | -9.6% | -7.8% | -1.8% | -6.5% |
| 6M | -19.9% | +0.8% | -20.7% | -19.5% |
| YTD | -21.2% | +16.5% | -37.7% | -24.7% |
| 1Y | -28.4% | +4.7% | -33.1% | -28.3% |
| All | -28.4% | +6.8% | -35.2% | -28.3% |
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