+318.0%
COP vs PSA
+133.5%
+184.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | +1.1% | +15.9% | -14.8% | -2.6% |
| 3M | +10.9% | +4.2% | +6.7% | +9.6% |
| 6M | +20.8% | +10.1% | +10.6% | +17.4% |
| YTD | +48.0% | +33.3% | +14.7% | +35.9% |
| 1Y | +58.5% | +28.2% | +30.3% | +47.1% |
| 3Y | +28.1% | +54.9% | -26.7% | +10.3% |
| 5Y | +120.5% | +28.3% | +92.1% | +98.2% |
| All | +318.0% | +133.5% | +184.5% | +213.6% |
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 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