+226.1%
XLI vs PSA
+132.6%
+93.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.8% | -1.4% | +5.2% | +4.3% |
| 30D | +1.0% | +15.2% | -14.1% | -4.2% |
| 3M | -8.9% | +2.2% | -11.1% | -9.8% |
| 6M | -2.3% | +11.7% | -14.0% | -6.7% |
| YTD | +9.7% | +32.0% | -22.3% | -1.9% |
| 1Y | +12.3% | +26.3% | -14.0% | +2.1% |
| 3Y | +71.5% | +52.4% | +19.1% | +41.8% |
| 5Y | +70.2% | +26.3% | +43.9% | +49.0% |
| All | +226.1% | +132.6% | +93.5% | +119.1% |
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 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