+4,294.1%
XOM vs PSA
+14,166.4%
-9,872.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.4% | -0.4% | -1.9% | -2.3% |
| 30D | +5.7% | -8.2% | +13.8% | +7.8% |
| 3M | +6.6% | -2.1% | +8.7% | +6.9% |
| 6M | +7.7% | -0.2% | +7.9% | +6.9% |
| YTD | +36.2% | +18.5% | +17.7% | +29.5% |
| 1Y | +50.5% | +6.6% | +43.9% | +46.7% |
| 3Y | +53.4% | +24.5% | +28.9% | +42.0% |
| 5Y | +254.2% | +13.6% | +240.6% | +231.8% |
| 10Y | +177.9% | +102.0% | +75.9% | +120.0% |
| All | +4,294.1% | +14,166.4% | -9,872.3% | +1,856.7% |
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