+606.1%
COST vs PSA
+102.6%
+503.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | -4.7% | -8.4% | +3.6% | -2.1% |
| 3M | -7.1% | -7.8% | +0.7% | -4.8% |
| 6M | -8.5% | +0.8% | -9.3% | -9.1% |
| YTD | +5.4% | +16.5% | -11.1% | 0.0% |
| 1Y | -5.6% | +4.7% | -10.3% | -7.6% |
| 3Y | +68.5% | +21.1% | +47.4% | +54.8% |
| 5Y | +105.2% | +14.2% | +91.1% | +91.6% |
| All | +606.1% | +102.6% | +503.5% | +456.5% |
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 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