-54.9%
CSGP vs PSA
+27.0%
-81.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.6% |
| 7D | -3.2% | +0.8% | -3.9% | -3.5% |
| 30D | +2.2% | +15.9% | -13.7% | -3.7% |
| 3M | -3.7% | +4.2% | -7.8% | -6.3% |
| 6M | -7.4% | +10.1% | -17.6% | -10.2% |
| YTD | -54.9% | +33.3% | -88.2% | -57.0% |
| 1Y | -54.9% | +28.2% | -83.1% | -56.4% |
| All | -54.9% | +27.0% | -81.9% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling