+129.9%
PSA vs CAG
-37.3%
+167.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | -1.4% | -3.3% | +1.9% | -0.6% |
| 30D | +15.2% | +7.7% | +7.5% | +13.0% |
| 3M | +2.2% | -3.2% | +5.4% | +2.7% |
| 6M | +11.7% | +7.0% | +4.7% | +9.3% |
| YTD | +32.0% | -9.0% | +41.0% | +33.8% |
| 1Y | +26.3% | -9.6% | +35.9% | +28.2% |
| 3Y | +52.4% | -36.0% | +88.3% | +66.8% |
| 5Y | +26.3% | -40.9% | +67.1% | +39.9% |
| All | +129.9% | -37.3% | +167.2% | +153.6% |
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