+6,781.2%
CME vs PSA
+2,167.1%
+4,614.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -1.6% | -3.7% | +2.1% | +0.3% |
| 30D | +6.2% | -7.7% | +14.0% | +10.7% |
| 3M | +10.4% | -0.6% | +11.0% | +10.5% |
| 6M | -9.5% | -0.9% | -8.6% | -10.0% |
| YTD | +6.0% | +18.7% | -12.6% | -4.4% |
| 1Y | +9.3% | +7.6% | +1.6% | +3.3% |
| 3Y | +57.7% | +23.7% | +34.0% | +33.0% |
| 5Y | +77.7% | +13.7% | +64.0% | +51.8% |
| 10Y | +281.2% | +98.9% | +182.4% | +125.8% |
| All | +6,781.2% | +2,167.1% | +4,614.1% | +1,132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling