+53.5%
CME vs PSA
+24.4%
+29.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +5.5% | -8.2% | +13.7% | +6.6% |
| 3M | +11.0% | -2.1% | +13.1% | +11.3% |
| 6M | -9.7% | -0.2% | -9.5% | -9.7% |
| YTD | +4.9% | +18.5% | -13.6% | +2.9% |
| 1Y | +10.1% | +6.6% | +3.5% | +9.2% |
| 3Y | +53.5% | +24.5% | +29.1% | +58.3% |
| All | +53.5% | +24.4% | +29.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling