+193.8%
VLO vs PSA
+21.5%
+172.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | +6.2% | -2.2% | +8.5% | +6.4% |
| 30D | +23.5% | -9.6% | +33.0% | +24.6% |
| 3M | +53.9% | -7.9% | +61.8% | +54.7% |
| 6M | +81.7% | -2.0% | +83.7% | +81.4% |
| YTD | +142.5% | +15.7% | +126.7% | +133.8% |
| 1Y | +145.4% | +5.8% | +139.7% | +140.4% |
| All | +193.8% | +21.5% | +172.4% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling