-0.7%
XRT vs PSA
+15.2%
-16.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -0.3% | -0.4% | +0.2% | -0.1% |
| 30D | -5.6% | -8.2% | +2.5% | -2.1% |
| 3M | +2.5% | -2.1% | +4.7% | +3.3% |
| 6M | +3.7% | -0.2% | +3.9% | +3.4% |
| YTD | +1.0% | +18.5% | -17.5% | -6.6% |
| 1Y | -1.2% | +6.6% | -7.8% | -4.5% |
| 3Y | +43.4% | +24.5% | +18.9% | +26.8% |
| 5Y | -0.7% | +13.6% | -14.3% | -10.3% |
| All | -0.7% | +15.2% | -16.0% | -10.3% |
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 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