+835.0%
XLB vs PSA
+3,479.4%
-2,644.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -2.1% | +0.4% | -0.8% |
| 30D | +7.2% | +16.2% | -9.0% | +1.0% |
| 3M | 0.0% | +4.3% | -4.3% | -1.8% |
| 6M | +2.3% | +9.9% | -7.6% | -1.8% |
| YTD | +18.4% | +33.3% | -14.8% | +5.0% |
| 1Y | +23.3% | +25.8% | -2.5% | +11.9% |
| 3Y | +45.2% | +54.8% | -9.6% | +19.6% |
| 5Y | +31.0% | +27.5% | +3.4% | +14.7% |
| 10Y | +168.8% | +134.5% | +34.2% | +78.7% |
| All | +835.0% | +3,479.4% | -2,644.4% | +106.7% |
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