+1,024.7%
XLE vs PSA
+3,087.2%
-2,062.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | +2.2% | -3.7% | +5.9% | +3.5% |
| 30D | +11.8% | -7.7% | +19.5% | +14.9% |
| 3M | +9.8% | -0.6% | +10.4% | +9.7% |
| 6M | +15.6% | -0.9% | +16.5% | +14.8% |
| YTD | +45.3% | +18.7% | +26.6% | +34.8% |
| 1Y | +48.3% | +7.6% | +40.7% | +42.3% |
| 3Y | +55.4% | +23.7% | +31.8% | +39.0% |
| 5Y | +216.1% | +13.7% | +202.4% | +186.1% |
| 10Y | +178.4% | +98.9% | +79.5% | +95.7% |
| All | +1,024.7% | +3,087.2% | -2,062.4% | +236.7% |
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