+35.5%
XLV vs PSA
+13.7%
+21.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -1.8% | -1.7% | -3.0% |
| 30D | -1.8% | -8.4% | +6.5% | +0.9% |
| 3M | +7.8% | -7.8% | +15.6% | +10.6% |
| 6M | +9.1% | +0.8% | +8.3% | +8.6% |
| YTD | +7.7% | +16.5% | -8.8% | +2.2% |
| 1Y | +20.4% | +4.7% | +15.7% | +18.1% |
| 3Y | +30.8% | +21.1% | +9.7% | +21.1% |
| All | +35.5% | +13.7% | +21.8% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling