+11,671.2%
COST vs PSA
+14,166.4%
-2,495.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -4.0% | -8.2% | +4.2% | -1.8% |
| 3M | -6.5% | -2.1% | -4.3% | -6.0% |
| 6M | -8.5% | -0.2% | -8.3% | -8.8% |
| YTD | +6.0% | +18.5% | -12.5% | +0.9% |
| 1Y | -5.8% | +6.6% | -12.4% | -7.9% |
| 3Y | +71.8% | +24.5% | +47.4% | +59.2% |
| 5Y | +106.2% | +13.6% | +92.6% | +94.6% |
| 10Y | +602.0% | +102.0% | +500.1% | +457.5% |
| All | +11,671.2% | +14,166.4% | -2,495.2% | +4,220.2% |
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