+41.9%
XLP vs PSA
+50.8%
-8.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +0.7% | +3.9% | -3.2% | -0.4% |
| 30D | +10.3% | +19.7% | -9.4% | +4.4% |
| 3M | +6.5% | +4.3% | +2.3% | +5.1% |
| 6M | +8.4% | +11.4% | -3.0% | +4.8% |
| YTD | +18.2% | +33.9% | -15.7% | +8.1% |
| 1Y | +22.4% | +28.3% | -5.9% | +13.3% |
| 3Y | +41.9% | +53.5% | -11.6% | +27.7% |
| All | +41.9% | +50.8% | -8.9% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling