+23,259.8%
CTAS vs PSA
+14,185.8%
+9,074.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.8% | -3.7% | +1.9% | -0.6% |
| 30D | -0.2% | -7.7% | +7.5% | +2.5% |
| 3M | +11.7% | -0.6% | +12.3% | +12.0% |
| 6M | +0.7% | -0.9% | +1.6% | +0.9% |
| YTD | +7.4% | +18.7% | -11.3% | +1.3% |
| 1Y | -2.1% | +7.6% | -9.7% | -4.9% |
| 3Y | +62.9% | +23.7% | +39.3% | +49.9% |
| 5Y | +111.9% | +13.7% | +98.2% | +98.7% |
| 10Y | +652.2% | +98.9% | +553.3% | +484.8% |
| All | +23,259.8% | +14,185.8% | +9,074.0% | +7,718.0% |
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