+72.2%
CSX vs PSA
+23.9%
+48.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -3.4% | -3.7% | +0.3% | -2.2% |
| 30D | -3.1% | -7.7% | +4.7% | -0.6% |
| 3M | +7.2% | -0.6% | +7.8% | +7.2% |
| 6M | +16.2% | -0.9% | +17.1% | +16.1% |
| YTD | +37.5% | +18.7% | +18.9% | +30.3% |
| 1Y | +53.2% | +7.6% | +45.6% | +49.1% |
| All | +72.2% | +23.9% | +48.3% | +56.2% |
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