+48.2%
CSX vs PSA
+30.3%
+17.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -5.5% | +3.9% | -9.4% | -6.8% |
| 30D | +4.9% | +19.7% | -14.7% | -1.7% |
| 3M | -2.9% | +4.3% | -7.1% | -4.4% |
| 6M | +8.3% | +11.4% | -3.0% | +3.8% |
| YTD | +36.7% | +33.9% | +2.8% | +22.3% |
| 1Y | +41.5% | +28.3% | +13.2% | +28.5% |
| 3Y | +68.6% | +53.5% | +15.1% | +39.0% |
| All | +48.2% | +30.3% | +17.9% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling