+17,377.4%
CAH vs PSA
+15,793.7%
+1,583.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.5% | -1.4% | +4.9% | +3.8% |
| 30D | +13.5% | +15.2% | -1.7% | +9.8% |
| 3M | +21.8% | +2.2% | +19.6% | +21.1% |
| 6M | +51.5% | +11.7% | +39.9% | +47.4% |
| YTD | +38.1% | +32.0% | +6.1% | +28.7% |
| 1Y | +37.7% | +26.3% | +11.4% | +29.6% |
| 3Y | +179.6% | +52.4% | +127.2% | +148.2% |
| 5Y | +504.9% | +26.3% | +478.7% | +454.9% |
| 10Y | +418.6% | +132.3% | +286.2% | +303.8% |
| All | +17,377.4% | +15,793.7% | +1,583.7% | +6,331.7% |
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