+198,812.8%
CSCO vs PSA
+16,331.0%
+182,481.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -4.7% | +0.8% | -5.4% | -4.9% |
| 30D | -17.1% | +15.9% | -33.0% | -21.2% |
| 3M | -19.6% | +4.2% | -23.8% | -20.9% |
| 6M | +2.4% | +10.1% | -7.7% | -1.5% |
| YTD | +29.8% | +33.3% | -3.6% | +16.6% |
| 1Y | +38.7% | +28.2% | +10.4% | +26.1% |
| 3Y | +101.3% | +54.9% | +46.5% | +68.9% |
| 5Y | +94.8% | +28.3% | +66.5% | +71.8% |
| 10Y | +324.2% | +134.1% | +190.2% | +197.0% |
| All | +198,812.8% | +16,331.0% | +182,481.7% | +52,751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling