+3,388.4%
CSGP vs PSA
+3,552.8%
-164.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | +13.9% | +7.4% | +6.5% | +10.6% |
| 30D | +16.0% | +19.1% | -3.1% | +7.9% |
| 3M | +6.1% | +5.1% | +1.0% | +4.2% |
| 6M | -8.2% | +16.2% | -24.4% | -13.7% |
| YTD | -52.3% | +35.2% | -87.5% | -58.3% |
| 1Y | -54.5% | +27.1% | -81.6% | -59.2% |
| 3Y | -58.6% | +51.7% | -110.3% | -66.0% |
| 5Y | -61.5% | +31.8% | -93.3% | -66.9% |
| 10Y | +74.7% | +148.0% | -73.3% | +10.4% |
| All | +3,388.4% | +3,552.8% | -164.4% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling