-53.4%
CPNG vs PSA
+6.8%
-60.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +3.0% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -7.4% | -8.4% | +1.0% | -6.7% |
| 3M | -12.3% | -7.8% | -4.5% | -12.0% |
| 6M | -19.4% | +0.8% | -20.2% | -21.4% |
| YTD | -35.9% | +16.5% | -52.4% | -38.1% |
| 1Y | -53.4% | +4.7% | -58.1% | -54.7% |
| All | -53.4% | +6.8% | -60.2% | -54.7% |
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 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