+639.5%
CEG vs PSA
+3.1%
+636.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.2% |
| 7D | +8.0% | -3.7% | +11.7% | +9.1% |
| 30D | +12.9% | -7.7% | +20.7% | +15.5% |
| 3M | +13.2% | -0.6% | +13.8% | +12.7% |
| 6M | -7.0% | -0.9% | -6.1% | -7.3% |
| YTD | -15.0% | +18.7% | -33.7% | -19.7% |
| 1Y | -2.7% | +7.6% | -10.4% | -5.8% |
| 3Y | +184.1% | +23.7% | +160.4% | +149.5% |
| All | +639.5% | +3.1% | +636.3% | +624.2% |
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