+639.7%
CEG vs PSA
+3.0%
+636.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +6.7% | -0.4% | +7.1% | +6.8% |
| 30D | +11.0% | -8.2% | +19.1% | +13.6% |
| 3M | +19.5% | -2.1% | +21.6% | +19.6% |
| 6M | -5.9% | -0.2% | -5.7% | -6.4% |
| YTD | -15.0% | +18.5% | -33.5% | -19.7% |
| 1Y | +0.6% | +6.6% | -5.9% | -2.2% |
| 3Y | +180.6% | +24.5% | +156.2% | +145.5% |
| All | +639.7% | +3.0% | +636.7% | +624.7% |
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 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