+37.6%
XLC vs PSA
+10.8%
+26.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -1.4% | -2.2% | +0.8% | -0.8% |
| 30D | -0.9% | -9.6% | +8.7% | +2.0% |
| 3M | -0.3% | -7.9% | +7.6% | +2.0% |
| 6M | -5.2% | -2.0% | -3.2% | -4.9% |
| YTD | -5.3% | +15.7% | -21.1% | -9.6% |
| 1Y | -2.8% | +5.8% | -8.6% | -4.9% |
| 3Y | +71.2% | +21.6% | +49.6% | +56.0% |
| 5Y | +37.6% | +13.1% | +24.4% | +30.0% |
| All | +37.6% | +10.8% | +26.7% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling