+409.0%
CSX vs PSA
+131.0%
+277.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.5% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +8.1% | +15.9% | -7.8% | +1.7% |
| 3M | +2.2% | +4.2% | -2.0% | +0.3% |
| 6M | +14.6% | +10.1% | +4.5% | +9.7% |
| YTD | +42.2% | +33.3% | +8.9% | +25.3% |
| 1Y | +47.3% | +28.2% | +19.1% | +31.9% |
| 3Y | +73.5% | +54.9% | +18.7% | +39.5% |
| 5Y | +54.1% | +28.3% | +25.8% | +32.2% |
| 10Y | +409.0% | +134.1% | +274.9% | +223.3% |
| All | +409.0% | +131.0% | +277.9% | +223.3% |
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