+377.3%
CSCO vs PSA
+98.4%
+279.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | -10.7% | -9.6% | -1.2% | -8.1% |
| 3M | -8.7% | -7.9% | -0.8% | -6.8% |
| 6M | +44.9% | -2.0% | +46.9% | +44.6% |
| YTD | +44.1% | +15.7% | +28.4% | +36.1% |
| 1Y | +65.9% | +5.8% | +60.1% | +60.8% |
| 3Y | +109.0% | +21.6% | +87.4% | +89.5% |
| 5Y | +114.8% | +13.1% | +101.6% | +96.8% |
| 10Y | +377.3% | +101.3% | +276.1% | +246.4% |
| All | +377.3% | +98.4% | +279.0% | +246.4% |
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