+190.1%
COP vs PSA
+13.5%
+176.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +15.6% | -8.2% | +23.7% | +17.4% |
| 3M | +14.3% | -2.1% | +16.5% | +14.5% |
| 6M | +17.0% | -0.2% | +17.2% | +16.4% |
| YTD | +47.4% | +18.5% | +28.9% | +40.6% |
| 1Y | +52.4% | +6.6% | +45.8% | +48.9% |
| 3Y | +20.8% | +24.5% | -3.6% | +11.1% |
| All | +190.1% | +13.5% | +176.6% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling