+7,857.7%
CI vs PSA
+16,059.4%
-8,201.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.1% | +1.5% | -1.3% | -0.3% |
| 30D | +4.7% | +16.7% | -12.0% | -0.5% |
| 3M | +5.2% | +4.0% | +1.2% | +3.8% |
| 6M | +3.8% | +10.9% | -7.1% | +0.1% |
| YTD | +9.2% | +34.2% | -25.0% | -1.4% |
| 1Y | +14.3% | +26.6% | -12.4% | +5.1% |
| 3Y | +8.4% | +54.7% | -46.3% | -7.2% |
| 5Y | +50.0% | +30.0% | +20.0% | +33.7% |
| 10Y | +142.2% | +132.7% | +9.5% | +75.5% |
| All | +7,857.7% | +16,059.4% | -8,201.7% | +3,005.5% |
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