-5.1%
PCG vs PSA
+7.3%
-12.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +3.0% |
| 7D | -13.9% | -3.7% | -10.2% | -12.2% |
| 30D | -16.9% | -7.7% | -9.1% | -13.8% |
| 3M | -14.7% | -0.6% | -14.1% | -14.5% |
| 6M | -23.8% | -0.9% | -22.9% | -24.0% |
| YTD | -10.5% | +18.7% | -29.2% | -16.0% |
| 1Y | -5.1% | +7.6% | -12.8% | -8.2% |
| All | -5.1% | +7.3% | -12.4% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling