+149.9%
XLE vs PSA
+30.3%
+119.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -12.0% | +3.9% | -15.9% | -12.7% |
| 30D | -2.7% | +19.7% | -22.4% | -6.4% |
| 3M | +6.6% | +4.3% | +2.3% | +5.5% |
| 6M | +9.5% | +11.4% | -1.8% | +6.6% |
| YTD | +40.6% | +33.9% | +6.6% | +29.9% |
| 1Y | +43.6% | +28.3% | +15.3% | +34.2% |
| 3Y | +58.1% | +53.5% | +4.6% | +37.1% |
| All | +149.9% | +30.3% | +119.6% | +110.0% |
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