+1,106.7%
XLY vs PSA
+3,029.0%
-1,922.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.6% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | -4.2% | -8.4% | +4.2% | -0.8% |
| 3M | -2.7% | -7.8% | +5.2% | +0.3% |
| 6M | -0.6% | +0.8% | -1.4% | -1.3% |
| YTD | -5.0% | +16.5% | -21.5% | -11.2% |
| 1Y | -4.1% | +4.7% | -8.8% | -6.6% |
| 3Y | +33.6% | +21.1% | +12.5% | +20.7% |
| 5Y | +28.7% | +14.2% | +14.5% | +17.3% |
| 10Y | +219.6% | +102.6% | +117.1% | +122.3% |
| All | +1,106.7% | +3,029.0% | -1,922.3% | +194.0% |
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 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