+19.9%
XBI vs PSA
+13.7%
+6.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -4.6% | -1.8% | -2.8% | -3.9% |
| 30D | -2.0% | -8.4% | +6.4% | +1.7% |
| 3M | +17.8% | -7.8% | +25.6% | +21.4% |
| 6M | +23.7% | +0.8% | +22.9% | +22.1% |
| YTD | +28.2% | +16.5% | +11.7% | +18.0% |
| 1Y | +64.0% | +4.7% | +59.3% | +58.2% |
| 3Y | +99.4% | +21.1% | +78.3% | +75.0% |
| All | +19.9% | +13.7% | +6.2% | +8.7% |
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