+926.8%
XBI vs PSA
+754.7%
+172.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | -3.6% | -2.2% | -1.4% | -2.9% |
| 30D | +0.9% | -9.6% | +10.4% | +4.5% |
| 3M | +21.4% | -7.9% | +29.3% | +24.6% |
| 6M | +25.5% | -2.0% | +27.5% | +25.7% |
| YTD | +30.8% | +15.7% | +15.1% | +23.2% |
| 1Y | +68.6% | +5.8% | +62.8% | +63.7% |
| 3Y | +103.9% | +21.6% | +82.4% | +86.7% |
| 5Y | +20.8% | +13.1% | +7.6% | +12.5% |
| 10Y | +164.0% | +101.3% | +62.7% | +94.6% |
| All | +926.8% | +754.7% | +172.1% | +293.9% |
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