+508.9%
XLP vs PSA
+3,087.2%
-2,578.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -3.7% | +2.7% | -0.1% |
| 30D | -0.9% | -7.7% | +6.9% | +1.1% |
| 3M | +3.8% | -0.6% | +4.4% | +3.9% |
| 6M | -1.7% | -0.9% | -0.8% | -1.7% |
| YTD | +10.3% | +18.7% | -8.4% | +5.5% |
| 1Y | +7.8% | +7.6% | +0.2% | +5.5% |
| 3Y | +27.2% | +23.7% | +3.5% | +19.3% |
| 5Y | +32.5% | +13.7% | +18.9% | +25.6% |
| 10Y | +101.8% | +98.9% | +2.9% | +65.4% |
| All | +508.9% | +3,087.2% | -2,578.2% | +180.8% |
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