+305.8%
CME vs PSA
+133.3%
+172.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.5% | -2.1% | +4.5% | +3.2% |
| 30D | +13.9% | +16.2% | -2.3% | +8.1% |
| 3M | +22.4% | +4.3% | +18.0% | +20.4% |
| 6M | +12.9% | +9.9% | +3.0% | +8.9% |
| YTD | +19.6% | +33.3% | -13.7% | +7.2% |
| 1Y | +17.7% | +25.8% | -8.2% | +7.6% |
| 3Y | +65.3% | +54.8% | +10.5% | +35.2% |
| 5Y | +75.1% | +27.5% | +47.6% | +52.1% |
| 10Y | +305.8% | +134.5% | +171.2% | +165.2% |
| All | +305.8% | +133.3% | +172.4% | +165.2% |
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