+114.0%
CSCO vs PSA
+15.2%
+98.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -10.1% | -8.2% | -1.9% | -8.3% |
| 3M | -11.7% | -2.1% | -9.6% | -11.6% |
| 6M | +40.1% | -0.2% | +40.3% | +39.1% |
| YTD | +43.8% | +18.5% | +25.3% | +36.1% |
| 1Y | +66.6% | +6.6% | +60.0% | +62.1% |
| 3Y | +108.5% | +24.5% | +84.1% | +89.6% |
| 5Y | +114.0% | +13.6% | +100.4% | +100.8% |
| All | +114.0% | +15.2% | +98.7% | +100.8% |
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