+335.7%
CSCO vs PSA
+133.1%
+202.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | +6.6% | -2.1% | +8.7% | +7.3% |
| 30D | -11.3% | +15.6% | -26.9% | -15.3% |
| 3M | -17.3% | +4.1% | -21.4% | -18.5% |
| 6M | +3.5% | +9.2% | -5.7% | +0.1% |
| YTD | +34.9% | +32.3% | +2.6% | +22.1% |
| 1Y | +40.5% | +26.2% | +14.3% | +29.0% |
| 3Y | +109.3% | +53.7% | +55.6% | +75.4% |
| 5Y | +105.9% | +26.6% | +79.3% | +82.4% |
| All | +335.7% | +133.1% | +202.6% | +199.3% |
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