-0.2%
SYY vs PSA
+7.3%
-7.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -2.3% | -3.7% | +1.4% | -0.9% |
| 30D | -4.9% | -7.7% | +2.8% | -1.9% |
| 3M | +8.4% | -0.6% | +9.0% | +8.4% |
| 6M | -7.4% | -0.9% | -6.4% | -7.8% |
| YTD | +11.0% | +18.7% | -7.7% | +4.1% |
| 1Y | -0.2% | +7.6% | -7.9% | -4.0% |
| All | -0.2% | +7.3% | -7.5% | -4.0% |
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