+163.9%
XLE vs PSA
+140.2%
+23.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -7.9% | +1.5% | -9.4% | -8.3% |
| 30D | -4.8% | +16.7% | -21.5% | -8.6% |
| 3M | +8.4% | +4.0% | +4.3% | +7.0% |
| 6M | +12.7% | +10.9% | +1.8% | +9.2% |
| YTD | +41.3% | +34.2% | +7.1% | +29.0% |
| 1Y | +42.3% | +26.6% | +15.6% | +32.1% |
| 3Y | +65.1% | +54.7% | +10.3% | +41.6% |
| 5Y | +150.2% | +30.0% | +120.2% | +123.2% |
| 10Y | +163.9% | +132.7% | +31.3% | +93.0% |
| All | +163.9% | +140.2% | +23.7% | +93.0% |
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 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