+561.3%
XLP vs PSA
+3,530.2%
-2,968.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.5% | +7.4% | -3.9% | +1.7% |
| 30D | +11.6% | +19.1% | -7.6% | +6.9% |
| 3M | +7.6% | +5.1% | +2.6% | +6.3% |
| 6M | +10.0% | +16.2% | -6.2% | +5.9% |
| YTD | +19.7% | +35.2% | -15.4% | +10.9% |
| 1Y | +23.5% | +27.1% | -3.7% | +16.0% |
| 3Y | +44.0% | +51.7% | -7.7% | +28.6% |
| 5Y | +42.7% | +31.8% | +10.9% | +30.5% |
| 10Y | +131.3% | +148.0% | -16.6% | +80.2% |
| All | +561.3% | +3,530.2% | -2,968.9% | +195.3% |
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