-41.3%
CORZ vs PSA
+28.0%
-69.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.8% | -13.2% | -9.5% |
| 7D | -14.9% | +10.5% | -25.5% | -12.5% |
| 30D | -23.1% | +21.7% | -44.8% | -19.6% |
| 3M | -44.1% | +6.1% | -50.1% | -42.9% |
| 6M | -39.5% | +18.3% | -57.9% | -40.4% |
| YTD | -12.4% | +36.1% | -48.4% | -17.0% |
| 1Y | -41.3% | +29.3% | -70.6% | -44.5% |
| All | -41.3% | +28.0% | -69.3% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling