+19.6%
CME vs PSA
+28.0%
-8.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.9% |
| 7D | +4.8% | +10.5% | -5.7% | +3.0% |
| 30D | +14.2% | +21.7% | -7.5% | +10.4% |
| 3M | +17.9% | +6.1% | +11.9% | +16.4% |
| 6M | +7.2% | +18.3% | -11.1% | +4.6% |
| YTD | +16.7% | +36.1% | -19.3% | +11.4% |
| 1Y | +19.6% | +29.3% | -9.8% | +15.9% |
| All | +19.6% | +28.0% | -8.5% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling