-58.4%
CSGP vs PSA
+52.1%
-110.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | +13.9% | +7.4% | +6.5% | +10.3% |
| 30D | +16.0% | +19.1% | -3.1% | +7.5% |
| 3M | +6.1% | +5.1% | +1.0% | +3.6% |
| 6M | -8.2% | +16.2% | -24.4% | -13.6% |
| YTD | -52.3% | +35.2% | -87.5% | -58.2% |
| 1Y | -54.5% | +27.1% | -81.6% | -59.0% |
| All | -58.4% | +52.1% | -110.5% | -67.0% |
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