+97.5%
CSCO vs PSA
+54.3%
+43.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | +1.9% | -1.4% | +3.4% | +2.1% |
| 30D | -15.8% | +15.2% | -31.0% | -17.6% |
| 3M | -15.4% | +2.2% | -17.6% | -15.7% |
| 6M | -5.4% | +11.7% | -17.1% | -7.4% |
| YTD | +26.5% | +32.0% | -5.6% | +19.4% |
| 1Y | +25.9% | +26.3% | -0.4% | +20.0% |
| 3Y | +97.5% | +52.4% | +45.2% | +66.0% |
| All | +97.5% | +54.3% | +43.2% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling