+59.7%
XOM vs PSA
+21.5%
+38.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -3.6% | +5.5% | +2.2% |
| 30D | +4.1% | -9.4% | +13.4% | +4.9% |
| 3M | +10.4% | -8.2% | +18.6% | +11.1% |
| 6M | +13.0% | -1.8% | +14.9% | +13.1% |
| YTD | +40.1% | +15.7% | +24.3% | +35.7% |
| 1Y | +51.1% | +6.3% | +44.8% | +48.6% |
| All | +59.7% | +21.5% | +38.2% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling