+1,111.5%
XLI vs PSA
+3,082.8%
-1,971.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -5.8% | -8.2% | +2.4% | -2.8% |
| 3M | +0.7% | -2.1% | +2.8% | +1.2% |
| 6M | +3.2% | -0.2% | +3.4% | +2.8% |
| YTD | +13.0% | +18.5% | -5.5% | +5.5% |
| 1Y | +16.8% | +6.6% | +10.2% | +13.2% |
| 3Y | +72.4% | +24.5% | +48.0% | +55.0% |
| 5Y | +82.8% | +13.6% | +69.2% | +67.4% |
| 10Y | +252.4% | +102.0% | +150.5% | +151.8% |
| All | +1,111.5% | +3,082.8% | -1,971.3% | +217.3% |
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