+142.5%
XLC vs PSA
+96.1%
+46.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.8% | -3.7% | +2.8% | +0.3% |
| 30D | +1.0% | -7.7% | +8.8% | +3.7% |
| 3M | -0.7% | -0.6% | -0.1% | -0.6% |
| 6M | -5.1% | -0.9% | -4.2% | -5.2% |
| YTD | -4.3% | +18.7% | -22.9% | -9.9% |
| 1Y | -0.6% | +7.6% | -8.2% | -3.6% |
| 3Y | +72.7% | +23.7% | +49.0% | +56.0% |
| 5Y | +38.0% | +13.7% | +24.3% | +26.7% |
| All | +142.5% | +96.1% | +46.4% | +82.0% |
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 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