+72.3%
XLC vs PSA
+24.4%
+47.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +0.2% | -8.2% | +8.4% | +2.0% |
| 3M | +0.6% | -2.1% | +2.8% | +1.1% |
| 6M | -4.5% | -0.2% | -4.3% | -4.6% |
| YTD | -4.7% | +18.5% | -23.2% | -8.1% |
| 1Y | -1.7% | +6.6% | -8.2% | -3.2% |
| 3Y | +72.3% | +24.5% | +47.8% | +59.7% |
| All | +72.3% | +24.4% | +47.9% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling