+40.7%
XLC vs PSA
+26.3%
+14.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.7% | -1.4% | +5.2% | +4.2% |
| 30D | -1.9% | +15.2% | -17.1% | -5.9% |
| 3M | -3.1% | +2.2% | -5.3% | -3.8% |
| 6M | -6.4% | +11.7% | -18.0% | -9.5% |
| YTD | -6.8% | +32.0% | -38.8% | -14.6% |
| 1Y | -1.7% | +26.3% | -28.0% | -8.8% |
| 3Y | +64.7% | +52.4% | +12.3% | +38.4% |
| All | +40.7% | +26.3% | +14.4% | +21.7% |
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 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