+105.7%
PCG vs PSA
+14,185.8%
-14,080.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.7% |
| 7D | -13.9% | -3.7% | -10.2% | -13.0% |
| 30D | -16.9% | -7.7% | -9.1% | -15.2% |
| 3M | -14.7% | -0.6% | -14.1% | -14.6% |
| 6M | -23.8% | -0.9% | -22.9% | -23.7% |
| YTD | -10.5% | +18.7% | -29.2% | -14.0% |
| 1Y | -5.1% | +7.6% | -12.8% | -6.8% |
| 3Y | -11.6% | +23.7% | -35.3% | -16.3% |
| 5Y | +59.0% | +13.7% | +45.3% | +52.3% |
| 10Y | -75.7% | +98.9% | -174.6% | -79.4% |
| All | +105.7% | +14,185.8% | -14,080.1% | +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 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