+820.5%
XLB vs PSA
+3,087.2%
-2,266.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.4% | -3.7% | +2.3% | +0.1% |
| 30D | -0.4% | -7.7% | +7.4% | +2.8% |
| 3M | +2.0% | -0.6% | +2.6% | +2.0% |
| 6M | +1.8% | -0.9% | +2.7% | +1.8% |
| YTD | +16.6% | +18.7% | -2.1% | +8.4% |
| 1Y | +16.9% | +7.6% | +9.3% | +12.8% |
| 3Y | +32.6% | +23.7% | +8.9% | +19.3% |
| 5Y | +35.6% | +13.7% | +22.0% | +24.3% |
| 10Y | +160.0% | +98.9% | +61.2% | +84.4% |
| All | +820.5% | +3,087.2% | -2,266.6% | +113.3% |
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