+421.5%
CARR vs PSA
+102.9%
+318.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -3.8% | -1.8% | -1.9% | -2.9% |
| 30D | -8.9% | -8.4% | -0.5% | -5.1% |
| 3M | -17.3% | -7.8% | -9.5% | -14.4% |
| 6M | -1.4% | +0.8% | -2.2% | -2.2% |
| YTD | +10.0% | +16.5% | -6.5% | +2.0% |
| 1Y | -6.4% | +4.7% | -11.1% | -9.1% |
| 3Y | +1.5% | +21.1% | -19.5% | -9.4% |
| 5Y | +9.3% | +14.2% | -4.9% | -0.8% |
| All | +421.5% | +102.9% | +318.6% | +247.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling