+94.8%
CSCO vs PSA
+29.1%
+65.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -4.7% | +0.8% | -5.4% | -4.8% |
| 30D | -17.1% | +15.9% | -33.0% | -20.1% |
| 3M | -19.6% | +4.2% | -23.8% | -20.5% |
| 6M | +2.4% | +10.1% | -7.7% | -0.5% |
| YTD | +29.8% | +33.3% | -3.6% | +19.1% |
| 1Y | +38.7% | +28.2% | +10.4% | +28.6% |
| 3Y | +101.3% | +54.9% | +46.5% | +71.1% |
| 5Y | +94.8% | +28.3% | +66.5% | +74.9% |
| All | +94.8% | +29.1% | +65.7% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling