+820.2%
CTAS vs PSA
+133.3%
+686.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -2.1% | +1.3% | +0.2% |
| 30D | +10.7% | +16.2% | -5.5% | +3.1% |
| 3M | +11.0% | +4.3% | +6.7% | +8.6% |
| 6M | +38.7% | +9.9% | +28.9% | +32.4% |
| YTD | +21.8% | +33.3% | -11.5% | +5.5% |
| 1Y | +23.6% | +25.8% | -2.3% | +10.0% |
| 3Y | +74.9% | +54.8% | +20.2% | +37.4% |
| 5Y | +119.5% | +27.5% | +91.9% | +86.5% |
| 10Y | +820.2% | +134.5% | +685.7% | +469.8% |
| All | +820.2% | +133.3% | +686.9% | +469.8% |
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