+5.0%
SYK vs PSA
+13.0%
-8.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -3.6% | -8.7% | -11.0% |
| 30D | -22.4% | -9.4% | -13.1% | -19.3% |
| 3M | -12.3% | -8.2% | -4.1% | -9.3% |
| 6M | -24.3% | -1.8% | -22.5% | -23.8% |
| YTD | -22.8% | +15.7% | -38.5% | -27.2% |
| 1Y | -28.8% | +6.3% | -35.1% | -30.7% |
| 3Y | -4.0% | +21.6% | -25.5% | -12.9% |
| All | +5.0% | +13.0% | -8.0% | +1.7% |
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 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