+2,062.5%
XEL vs PSA
+15,793.7%
-13,731.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +2.4% | -1.4% | +3.9% | +2.8% |
| 30D | +8.3% | +15.2% | -6.9% | +4.7% |
| 3M | +4.2% | +2.2% | +1.9% | +3.6% |
| 6M | +3.7% | +11.7% | -7.9% | +1.0% |
| YTD | +13.1% | +32.0% | -19.0% | +5.7% |
| 1Y | +5.0% | +26.3% | -21.3% | -0.8% |
| 3Y | +55.0% | +52.4% | +2.6% | +39.2% |
| 5Y | +51.8% | +26.3% | +25.5% | +41.5% |
| 10Y | +185.6% | +132.3% | +53.3% | +133.5% |
| All | +2,062.5% | +15,793.7% | -13,731.2% | +1,114.7% |
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 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