+238.9%
CRM vs PSA
+102.6%
+136.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -1.8% | -2.6% | -3.9% |
| 30D | +28.1% | -8.4% | +36.5% | +31.7% |
| 3M | +48.8% | -7.8% | +56.7% | +52.8% |
| 6M | +28.3% | +0.8% | +27.5% | +26.9% |
| YTD | -6.0% | +16.5% | -22.5% | -12.0% |
| 1Y | +1.4% | +4.7% | -3.3% | -1.5% |
| 3Y | +11.8% | +21.1% | -9.2% | +0.4% |
| 5Y | -2.0% | +14.2% | -16.2% | -10.8% |
| All | +238.9% | +102.6% | +136.3% | +151.8% |
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