+242.0%
COF vs PSA
+102.6%
+139.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.3% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | -6.0% | -8.4% | +2.3% | -2.5% |
| 3M | +14.8% | -7.8% | +22.7% | +18.6% |
| 6M | +15.3% | +0.8% | +14.5% | +14.4% |
| YTD | -13.0% | +16.5% | -29.5% | -19.1% |
| 1Y | -5.7% | +4.7% | -10.4% | -8.4% |
| 3Y | +118.1% | +21.1% | +97.1% | +92.9% |
| 5Y | +46.2% | +14.2% | +32.0% | +30.4% |
| All | +242.0% | +102.6% | +139.4% | +130.1% |
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