+179.0%
XLE vs PSA
+103.1%
+75.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +12.6% | -8.2% | +20.8% | +15.1% |
| 3M | +11.8% | -2.1% | +14.0% | +12.2% |
| 6M | +16.1% | -0.2% | +16.3% | +15.3% |
| YTD | +46.9% | +18.5% | +28.4% | +38.7% |
| 1Y | +53.3% | +6.6% | +46.7% | +49.0% |
| 3Y | +54.9% | +24.5% | +30.5% | +41.5% |
| 5Y | +225.7% | +13.6% | +212.1% | +201.5% |
| All | +179.0% | +103.1% | +75.9% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling