+136.8%
XLP vs PSA
+133.3%
+3.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -2.1% | +1.5% | +0.2% |
| 30D | +8.3% | +16.2% | -7.9% | +3.0% |
| 3M | +8.7% | +4.3% | +4.4% | +7.1% |
| 6M | +11.2% | +9.9% | +1.3% | +7.5% |
| YTD | +20.0% | +33.3% | -13.3% | +8.4% |
| 1Y | +21.3% | +25.8% | -4.5% | +11.7% |
| 3Y | +43.8% | +54.8% | -10.9% | +21.5% |
| 5Y | +43.3% | +27.5% | +15.8% | +27.3% |
| 10Y | +136.8% | +134.5% | +2.2% | +64.4% |
| All | +136.8% | +133.3% | +3.4% | +64.4% |
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