+5,648.9%
CRM vs PSA
+1,254.1%
+4,394.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | -3.6% | -4.5% | -6.5% |
| 30D | +23.1% | -9.4% | +32.4% | +28.6% |
| 3M | +42.5% | -8.2% | +50.7% | +48.2% |
| 6M | +25.3% | -1.8% | +27.1% | +24.8% |
| YTD | -7.8% | +15.7% | -23.6% | -15.4% |
| 1Y | +1.0% | +6.3% | -5.3% | -3.8% |
| 3Y | +10.0% | +21.6% | -11.6% | -4.6% |
| 5Y | -3.9% | +13.5% | -17.3% | -15.2% |
| 10Y | +233.2% | +101.3% | +131.9% | +110.7% |
| All | +5,648.9% | +1,254.1% | +4,394.8% | +1,296.6% |
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