+633.7%
XLU vs PSA
+3,009.0%
-2,375.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.2% | -3.6% | +2.5% | 0.0% |
| 30D | -2.5% | -9.4% | +6.8% | +0.4% |
| 3M | -2.7% | -8.2% | +5.4% | -0.3% |
| 6M | -7.5% | -1.8% | -5.6% | -7.2% |
| YTD | +0.9% | +15.7% | -14.8% | -4.0% |
| 1Y | +3.3% | +6.3% | -3.0% | +0.8% |
| 3Y | +47.3% | +21.6% | +25.7% | +36.5% |
| 5Y | +44.4% | +13.5% | +31.0% | +35.4% |
| 10Y | +140.8% | +101.3% | +39.5% | +89.2% |
| All | +633.7% | +3,009.0% | -2,375.3% | +183.5% |
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