+124.8%
XRT vs PSA
+98.4%
+26.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | -2.4% | -2.2% | -0.2% | -1.6% |
| 30D | -6.9% | -9.6% | +2.6% | -3.3% |
| 3M | -0.4% | -7.9% | +7.5% | +2.7% |
| 6M | +2.2% | -2.0% | +4.2% | +2.7% |
| YTD | -0.7% | +15.7% | -16.4% | -6.5% |
| 1Y | -2.0% | +5.8% | -7.8% | -4.6% |
| 3Y | +41.0% | +21.6% | +19.5% | +28.6% |
| 5Y | -3.3% | +13.1% | -16.4% | -10.5% |
| 10Y | +124.8% | +101.3% | +23.6% | +67.3% |
| All | +124.8% | +98.4% | +26.5% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling