+80.4%
XLI vs PSA
+13.0%
+67.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.3% | -3.6% | +1.3% | -1.1% |
| 30D | -8.2% | -9.4% | +1.2% | -5.1% |
| 3M | +0.8% | -8.2% | +9.0% | +3.4% |
| 6M | +0.8% | -1.8% | +2.7% | +1.0% |
| YTD | +10.5% | +15.7% | -5.2% | +4.6% |
| 1Y | +14.1% | +6.3% | +7.8% | +10.9% |
| 3Y | +68.6% | +21.6% | +47.0% | +53.0% |
| 5Y | +80.4% | +13.5% | +66.9% | +68.4% |
| All | +80.4% | +13.0% | +67.3% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling