+253.9%
XLI vs PSA
+102.6%
+151.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.8% |
| 7D | -1.7% | -1.8% | +0.2% | -1.0% |
| 30D | -7.3% | -8.4% | +1.1% | -4.3% |
| 3M | -1.3% | -7.8% | +6.5% | +1.4% |
| 6M | +2.2% | +0.8% | +1.4% | +1.4% |
| YTD | +11.7% | +16.5% | -4.8% | +4.9% |
| 1Y | +14.3% | +4.7% | +9.6% | +11.4% |
| 3Y | +70.3% | +21.1% | +49.3% | +54.2% |
| 5Y | +82.3% | +14.2% | +68.1% | +65.8% |
| All | +253.9% | +102.6% | +151.3% | +150.4% |
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