+325.0%
COP vs PSA
+133.3%
+191.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +0.7% | -2.1% | +2.7% | +1.2% |
| 30D | +0.2% | +16.2% | -16.0% | -3.5% |
| 3M | +10.2% | +4.3% | +5.9% | +8.9% |
| 6M | +20.1% | +9.9% | +10.2% | +16.8% |
| YTD | +50.5% | +33.3% | +17.3% | +38.2% |
| 1Y | +56.8% | +25.8% | +31.0% | +46.3% |
| 3Y | +30.3% | +54.8% | -24.5% | +12.1% |
| 5Y | +126.8% | +27.5% | +99.3% | +104.3% |
| 10Y | +325.0% | +134.5% | +190.4% | +218.9% |
| All | +325.0% | +133.3% | +191.7% | +218.9% |
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 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