+60.0%
CSGP vs PSA
+132.6%
-72.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.3% | -1.4% | +2.8% | +2.0% |
| 30D | +2.8% | +15.2% | -12.4% | -2.8% |
| 3M | -6.3% | +2.2% | -8.5% | -7.0% |
| 6M | -3.2% | +11.7% | -14.8% | -7.2% |
| YTD | -54.0% | +32.0% | -86.0% | -59.1% |
| 1Y | -54.8% | +26.3% | -81.1% | -59.1% |
| 3Y | -60.6% | +52.4% | -112.9% | -67.3% |
| 5Y | -62.6% | +26.3% | -88.9% | -67.1% |
| All | +60.0% | +132.6% | -72.6% | +12.4% |
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