+59.9%
CME vs PSA
+52.1%
+7.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -0.6% | +1.5% | -2.0% | -0.8% |
| 30D | +8.5% | +16.7% | -8.1% | +6.4% |
| 3M | +16.0% | +4.0% | +12.0% | +15.3% |
| 6M | +9.3% | +10.9% | -1.5% | +7.9% |
| YTD | +15.3% | +34.2% | -18.9% | +11.3% |
| 1Y | +14.4% | +26.6% | -12.2% | +11.1% |
| 3Y | +59.9% | +54.7% | +5.2% | +67.9% |
| All | +59.9% | +52.1% | +7.9% | +67.9% |
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 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