+551.0%
XRT vs PSA
+856.1%
-305.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +2.5% | +1.5% | +1.0% | +1.9% |
| 30D | +10.3% | +16.7% | -6.3% | +3.0% |
| 3M | +2.4% | +4.0% | -1.7% | +0.5% |
| 6M | +10.0% | +10.9% | -0.9% | +4.7% |
| YTD | +9.5% | +34.2% | -24.7% | -4.7% |
| 1Y | +17.2% | +26.6% | -9.5% | +4.6% |
| 3Y | +62.0% | +54.7% | +7.2% | +30.0% |
| 5Y | -2.1% | +30.0% | -32.1% | -16.4% |
| 10Y | +152.6% | +132.7% | +19.9% | +57.3% |
| All | +551.0% | +856.1% | -305.1% | +67.7% |
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