+67.3%
CSGP vs PSA
+140.2%
-72.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -1.8% | +1.5% | -3.3% | -2.4% |
| 30D | +5.3% | +16.7% | -11.4% | -1.1% |
| 3M | +3.3% | +4.0% | -0.7% | +1.8% |
| 6M | -4.7% | +10.9% | -15.5% | -8.4% |
| YTD | -53.5% | +34.2% | -87.8% | -59.0% |
| 1Y | -53.7% | +26.6% | -80.4% | -58.2% |
| 3Y | -59.7% | +54.7% | -114.5% | -66.9% |
| 5Y | -62.5% | +30.0% | -92.5% | -67.4% |
| 10Y | +67.3% | +132.7% | -65.4% | +16.1% |
| All | +67.3% | +140.2% | -72.9% | +16.1% |
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