+100.5%
PSA vs CAG
-36.2%
+136.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.8% | -5.7% | +3.9% | -0.5% |
| 30D | -8.4% | -2.4% | -6.0% | -7.9% |
| 3M | -7.8% | +9.8% | -17.6% | -10.1% |
| 6M | +0.8% | -10.8% | +11.6% | +3.1% |
| YTD | +16.5% | -10.8% | +27.3% | +18.9% |
| 1Y | +4.7% | -19.0% | +23.7% | +9.2% |
| 3Y | +21.1% | -39.7% | +60.7% | +34.3% |
| 5Y | +14.2% | -43.0% | +57.2% | +27.7% |
| All | +100.5% | -36.2% | +136.7% | +121.4% |
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