+626.9%
CEG vs PSA
+0.6%
+626.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +1.3% | -2.2% | +3.6% | +2.0% |
| 30D | +8.8% | -9.6% | +18.4% | +12.0% |
| 3M | +17.0% | -7.9% | +24.9% | +19.3% |
| 6M | -8.7% | -2.0% | -6.7% | -8.7% |
| YTD | -16.4% | +15.7% | -32.2% | -20.5% |
| 1Y | -1.8% | +5.8% | -7.5% | -4.4% |
| 3Y | +175.8% | +21.6% | +154.2% | +142.9% |
| All | +626.9% | +0.6% | +626.3% | +617.1% |
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 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