+415.1%
XLF vs PSA
+3,082.8%
-2,667.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -0.5% | -8.2% | +7.6% | +4.6% |
| 3M | +10.6% | -2.1% | +12.8% | +11.6% |
| 6M | +14.3% | -0.2% | +14.5% | +13.3% |
| YTD | +5.5% | +18.5% | -13.0% | -6.1% |
| 1Y | +9.6% | +6.6% | +3.0% | +3.5% |
| 3Y | +75.2% | +24.5% | +50.7% | +45.4% |
| 5Y | +65.5% | +13.6% | +51.9% | +39.7% |
| 10Y | +246.4% | +102.0% | +144.5% | +87.0% |
| All | +415.1% | +3,082.8% | -2,667.8% | -35.5% |
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