+4,690.3%
COP vs PSA
+15,829.0%
-11,138.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +3.4% | -2.1% | +5.5% | +4.0% |
| 30D | -0.6% | +15.6% | -16.2% | -4.4% |
| 3M | +10.8% | +4.1% | +6.7% | +9.4% |
| 6M | +19.6% | +9.2% | +10.4% | +16.3% |
| YTD | +52.9% | +32.3% | +20.6% | +40.6% |
| 1Y | +62.2% | +26.2% | +36.0% | +51.0% |
| 3Y | +32.4% | +53.7% | -21.3% | +15.3% |
| 5Y | +129.7% | +26.6% | +103.2% | +108.5% |
| 10Y | +331.8% | +132.8% | +198.9% | +225.1% |
| All | +4,690.3% | +15,829.0% | -11,138.7% | +2,246.6% |
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 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