+31.8%
CVS vs PSA
+10.8%
+21.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.1% |
| 3M | -1.1% | -7.9% | +6.8% | +0.8% |
| 6M | +23.7% | -2.0% | +25.7% | +23.9% |
| YTD | +23.0% | +15.7% | +7.2% | +18.0% |
| 1Y | +37.2% | +5.8% | +31.4% | +34.6% |
| 3Y | +62.4% | +21.6% | +40.9% | +51.0% |
| 5Y | +31.8% | +13.1% | +18.7% | +27.5% |
| All | +31.8% | +10.8% | +21.0% | +27.5% |
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