+20.0%
YUM vs PSA
+13.7%
+6.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -6.1% | -1.8% | -4.2% | -5.5% |
| 30D | -5.8% | -8.4% | +2.5% | -3.2% |
| 3M | -7.6% | -7.8% | +0.2% | -5.4% |
| 6M | -9.1% | +0.8% | -9.9% | -9.7% |
| YTD | -5.5% | +16.5% | -22.0% | -10.4% |
| 1Y | -3.7% | +4.7% | -8.4% | -5.6% |
| 3Y | +17.8% | +21.1% | -3.3% | +9.3% |
| All | +20.0% | +13.7% | +6.3% | +13.9% |
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