+36.6%
CTVA vs PSA
+26.3%
+10.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -20.8% | -1.4% | -19.3% | -20.4% |
| 30D | -29.6% | +15.2% | -44.8% | -32.4% |
| 3M | -16.9% | +2.2% | -19.1% | -17.4% |
| 6M | -24.3% | +11.7% | -35.9% | -26.9% |
| YTD | -5.6% | +32.0% | -37.6% | -13.9% |
| 1Y | -4.2% | +26.3% | -30.4% | -11.4% |
| 3Y | +43.3% | +52.4% | -9.1% | +22.7% |
| All | +36.6% | +26.3% | +10.4% | +18.9% |
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