+140.4%
CI vs PSA
+100.1%
+40.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -1.8% | -8.2% | +6.3% | +1.4% |
| 3M | -4.2% | -2.1% | -2.1% | -3.6% |
| 6M | +2.7% | -0.2% | +2.9% | +2.3% |
| YTD | +1.9% | +18.5% | -16.6% | -5.3% |
| 1Y | -6.3% | +6.6% | -12.8% | -9.0% |
| 3Y | +3.9% | +24.5% | -20.6% | -6.2% |
| 5Y | +41.9% | +13.6% | +28.3% | +29.9% |
| 10Y | +140.4% | +102.0% | +38.4% | +68.0% |
| All | +140.4% | +100.1% | +40.3% | +68.0% |
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