+42.5%
CI vs PSA
+13.6%
+29.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +1.3% | -3.7% | +5.0% | +2.5% |
| 30D | +4.4% | -7.7% | +12.2% | +7.1% |
| 3M | +0.7% | -0.6% | +1.3% | +0.7% |
| 6M | +0.3% | -0.9% | +1.3% | +0.3% |
| YTD | +3.8% | +18.7% | -14.8% | -2.3% |
| 1Y | -5.5% | +7.6% | -13.1% | -8.0% |
| 3Y | +8.1% | +23.7% | -15.5% | +1.2% |
| All | +42.5% | +13.6% | +29.0% | +35.6% |
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