+22.7%
SYY vs PSA
+13.0%
+9.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.5% | -3.6% | +5.2% | +2.6% |
| 30D | -2.3% | -9.4% | +7.1% | +0.6% |
| 3M | +5.5% | -8.2% | +13.7% | +8.2% |
| 6M | -1.0% | -1.8% | +0.9% | -0.7% |
| YTD | +14.1% | +15.7% | -1.6% | +9.0% |
| 1Y | +5.6% | +6.3% | -0.7% | +3.2% |
| 3Y | +27.9% | +21.6% | +6.3% | +19.2% |
| 5Y | +22.7% | +13.5% | +9.3% | +19.7% |
| All | +22.7% | +13.0% | +9.7% | +19.7% |
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