+43.4%
XLK vs PSA
+7.3%
+36.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | +0.9% | -3.7% | +4.5% | +0.6% |
| 30D | +0.7% | -7.7% | +8.5% | +0.2% |
| 3M | -2.9% | -0.6% | -2.3% | -3.8% |
| 6M | +34.3% | -0.9% | +35.2% | +30.6% |
| YTD | +30.4% | +18.7% | +11.7% | +28.8% |
| 1Y | +43.4% | +7.6% | +35.7% | +40.1% |
| All | +43.4% | +7.3% | +36.1% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling