+4,255.7%
SYY vs PSA
+14,166.4%
-9,910.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -2.8% | -0.4% | -2.3% | -2.7% |
| 30D | -5.3% | -8.2% | +2.9% | -3.4% |
| 3M | +5.1% | -2.1% | +7.2% | +5.5% |
| 6M | -5.0% | -0.2% | -4.8% | -5.1% |
| YTD | +10.7% | +18.5% | -7.8% | +6.2% |
| 1Y | +0.7% | +6.6% | -5.9% | -1.1% |
| 3Y | +24.0% | +24.5% | -0.4% | +16.6% |
| 5Y | +19.3% | +13.6% | +5.7% | +13.4% |
| 10Y | +96.4% | +102.0% | -5.6% | +63.4% |
| All | +4,255.7% | +14,166.4% | -9,910.7% | +2,206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling