-51.1%
CPNG vs PSA
+13.0%
-64.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -3.6% | -1.8% | -4.0% |
| 30D | -11.1% | -9.4% | -1.7% | -7.5% |
| 3M | -3.0% | -8.2% | +5.2% | -0.1% |
| 6M | -23.5% | -1.8% | -21.7% | -23.9% |
| YTD | -37.8% | +15.7% | -53.6% | -42.6% |
| 1Y | -54.3% | +6.3% | -60.6% | -56.3% |
| 3Y | -20.8% | +21.6% | -42.4% | -30.9% |
| 5Y | -51.1% | +13.5% | -64.5% | -52.5% |
| All | -51.1% | +13.0% | -64.1% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling