+988.3%
XLE vs PSA
+3,497.8%
-2,509.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -12.0% | +3.9% | -15.9% | -13.3% |
| 30D | -2.7% | +19.7% | -22.4% | -9.0% |
| 3M | +6.6% | +4.3% | +2.3% | +4.6% |
| 6M | +9.5% | +11.4% | -1.8% | +4.6% |
| YTD | +40.6% | +33.9% | +6.6% | +24.6% |
| 1Y | +43.6% | +28.3% | +15.3% | +29.2% |
| 3Y | +58.1% | +53.5% | +4.6% | +30.5% |
| 5Y | +152.2% | +30.6% | +121.6% | +117.0% |
| 10Y | +172.9% | +145.8% | +27.2% | +77.2% |
| All | +988.3% | +3,497.8% | -2,509.5% | +211.1% |
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 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