-62.8%
CSGP vs PSA
+23.9%
-86.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -4.1% | -3.7% | -0.4% | -2.5% |
| 30D | +2.3% | -7.7% | +10.1% | +6.0% |
| 3M | -8.2% | -0.6% | -7.6% | -7.4% |
| 6M | -35.1% | -0.9% | -34.1% | -34.6% |
| YTD | -54.0% | +18.7% | -72.7% | -57.5% |
| 1Y | -65.3% | +7.6% | -72.9% | -66.4% |
| All | -62.8% | +23.9% | -86.7% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling