+20.3%
PSA vs CAG
-37.6%
+57.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -2.2% | -6.6% | +4.4% | 0.0% |
| 30D | -9.6% | +2.3% | -11.9% | -10.4% |
| 3M | -7.9% | +16.3% | -24.2% | -13.0% |
| 6M | -2.0% | -16.0% | +14.0% | +3.7% |
| YTD | +15.7% | -7.7% | +23.4% | +17.8% |
| 1Y | +5.8% | -16.0% | +21.8% | +11.5% |
| All | +20.3% | -37.6% | +57.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling