+65.9%
CSCO vs PSA
+4.9%
+61.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.1% |
| 7D | 0.0% | -2.2% | +2.2% | -0.2% |
| 30D | -10.7% | -9.6% | -1.2% | -11.2% |
| 3M | -8.7% | -7.9% | -0.8% | -9.2% |
| 6M | +44.9% | -2.0% | +46.9% | +42.5% |
| YTD | +44.1% | +15.7% | +28.4% | +44.6% |
| 1Y | +65.9% | +5.8% | +60.1% | +66.3% |
| All | +65.9% | +4.9% | +61.0% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling