+300.3%
CME vs PSA
+133.1%
+167.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.7% | -2.1% | +4.8% | +3.4% |
| 30D | +13.5% | +15.6% | -2.1% | +7.9% |
| 3M | +20.9% | +4.1% | +16.8% | +19.1% |
| 6M | +11.5% | +9.2% | +2.3% | +7.8% |
| YTD | +19.5% | +32.3% | -12.8% | +7.3% |
| 1Y | +17.2% | +26.2% | -8.9% | +7.1% |
| 3Y | +65.1% | +53.7% | +11.5% | +35.4% |
| 5Y | +73.1% | +26.6% | +46.6% | +50.7% |
| All | +300.3% | +133.1% | +167.1% | +162.9% |
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 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