+55.6%
CVS vs PSA
+21.5%
+34.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -1.9% | -2.2% | +0.3% | -1.4% |
| 30D | -0.3% | -9.6% | +9.2% | +1.8% |
| 3M | -1.1% | -7.9% | +6.8% | +0.5% |
| 6M | +23.7% | -2.0% | +25.7% | +23.9% |
| YTD | +23.0% | +15.7% | +7.2% | +18.8% |
| 1Y | +37.2% | +5.8% | +31.4% | +35.0% |
| All | +55.6% | +21.5% | +34.1% | +45.8% |
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 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