+248.8%
XLF vs PSA
+102.6%
+146.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.4% |
| 7D | -1.5% | -1.8% | +0.4% | -0.9% |
| 30D | -1.2% | -8.4% | +7.2% | +1.8% |
| 3M | +9.2% | -7.8% | +17.0% | +12.1% |
| 6M | +16.3% | +0.8% | +15.5% | +15.4% |
| YTD | +5.4% | +16.5% | -11.1% | -0.7% |
| 1Y | +7.6% | +4.7% | +2.9% | +5.0% |
| 3Y | +74.2% | +21.1% | +53.2% | +58.4% |
| 5Y | +66.1% | +14.2% | +51.9% | +51.7% |
| All | +248.8% | +102.6% | +146.3% | +153.2% |
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