+131.4%
WMT vs PSA
+13.0%
+118.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | -3.6% | +1.2% | -1.6% |
| 30D | -6.4% | -9.4% | +3.0% | -4.3% |
| 3M | -12.1% | -8.2% | -3.9% | -10.4% |
| 6M | -15.0% | -1.8% | -13.1% | -14.7% |
| YTD | -4.5% | +15.7% | -20.2% | -7.8% |
| 1Y | +6.2% | +6.3% | -0.1% | +4.4% |
| 3Y | +99.9% | +21.6% | +78.3% | +89.0% |
| 5Y | +131.4% | +13.5% | +118.0% | +125.0% |
| All | +131.4% | +13.0% | +118.4% | +125.0% |
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 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