+62.6%
CSGP vs PSA
+133.3%
-70.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -7.1% | -2.1% | -5.1% | -6.3% |
| 30D | +3.6% | +16.2% | -12.6% | -2.5% |
| 3M | -2.7% | +4.3% | -7.1% | -4.2% |
| 6M | -8.1% | +9.9% | -17.9% | -11.3% |
| YTD | -55.0% | +33.3% | -88.2% | -60.2% |
| 1Y | -55.8% | +25.8% | -81.6% | -59.9% |
| 3Y | -62.0% | +54.8% | -116.8% | -68.7% |
| 5Y | -62.9% | +27.5% | -90.5% | -67.5% |
| 10Y | +62.6% | +134.5% | -71.9% | +13.2% |
| All | +62.6% | +133.3% | -70.7% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling