+130.4%
PSA vs CAG
-38.0%
+168.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -2.1% | -6.2% | +4.1% | -0.6% |
| 30D | +15.6% | +7.4% | +8.1% | +13.5% |
| 3M | +4.1% | -1.6% | +5.7% | +4.2% |
| 6M | +9.2% | +6.3% | +2.9% | +7.0% |
| YTD | +32.3% | -10.1% | +42.4% | +34.5% |
| 1Y | +26.2% | -10.2% | +36.4% | +28.3% |
| 3Y | +53.7% | -37.3% | +91.0% | +69.0% |
| 5Y | +26.6% | -41.6% | +68.1% | +40.7% |
| All | +130.4% | -38.0% | +168.4% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling