+513.3%
XRT vs PSA
+745.3%
-232.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +0.8% | -3.7% | +4.5% | +2.5% |
| 30D | -4.2% | -7.7% | +3.5% | -0.7% |
| 3M | +5.1% | -0.6% | +5.7% | +5.2% |
| 6M | +2.4% | -0.9% | +3.3% | +2.5% |
| YTD | +3.2% | +18.7% | -15.5% | -5.0% |
| 1Y | +1.5% | +7.6% | -6.1% | -2.5% |
| 3Y | +40.6% | +23.7% | +16.9% | +24.8% |
| 5Y | -1.0% | +13.7% | -14.6% | -10.3% |
| 10Y | +128.4% | +98.9% | +29.6% | +52.6% |
| All | +513.3% | +745.3% | -232.0% | +67.1% |
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