+273.1%
CME vs PSA
+101.3%
+171.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -0.6% | -2.2% | +1.6% | +0.1% |
| 30D | +4.7% | -9.6% | +14.2% | +8.3% |
| 3M | +7.8% | -7.9% | +15.7% | +10.8% |
| 6M | -11.0% | -2.0% | -9.0% | -10.8% |
| YTD | +4.0% | +15.7% | -11.7% | -2.0% |
| 1Y | +9.1% | +5.8% | +3.3% | +6.0% |
| 3Y | +52.3% | +21.6% | +30.7% | +36.6% |
| 5Y | +76.1% | +13.1% | +63.0% | +59.0% |
| All | +273.1% | +101.3% | +171.8% | +157.2% |
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 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