+99.4%
XBI vs PSA
+22.3%
+77.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.6% | -1.8% | -2.8% | -4.0% |
| 30D | -2.0% | -8.4% | +6.4% | +1.3% |
| 3M | +17.8% | -7.8% | +25.6% | +21.0% |
| 6M | +23.7% | +0.8% | +22.9% | +21.9% |
| YTD | +28.2% | +16.5% | +11.7% | +18.3% |
| 1Y | +64.0% | +4.7% | +59.3% | +58.3% |
| 3Y | +99.4% | +21.1% | +78.3% | +65.1% |
| All | +99.4% | +22.3% | +77.1% | +65.1% |
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