+5,709.6%
COF vs PSA
+7,428.8%
-1,719.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | +1.2% | -0.4% | +1.7% | +1.5% |
| 30D | -1.4% | -8.2% | +6.8% | +4.3% |
| 3M | +19.0% | -2.1% | +21.2% | +20.2% |
| 6M | +14.9% | -0.2% | +15.1% | +13.9% |
| YTD | -10.7% | +18.5% | -29.2% | -21.4% |
| 1Y | -1.3% | +6.6% | -7.9% | -7.2% |
| 3Y | +124.3% | +24.5% | +99.9% | +81.8% |
| 5Y | +51.1% | +13.6% | +37.5% | +26.0% |
| 10Y | +252.4% | +102.0% | +150.4% | +81.2% |
| All | +5,709.6% | +7,428.8% | -1,719.2% | +487.4% |
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