+14,023.4%
PSA vs CAG
+604.9%
+13,418.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.7% | -3.8% | +0.1% | -2.9% |
| 30D | -7.7% | +3.1% | -10.9% | -8.4% |
| 3M | -0.6% | +23.5% | -24.1% | -5.4% |
| 6M | -0.9% | -14.8% | +13.9% | +2.2% |
| YTD | +18.7% | -5.4% | +24.1% | +19.4% |
| 1Y | +7.6% | -11.8% | +19.4% | +9.9% |
| 3Y | +23.7% | -36.7% | +60.3% | +35.0% |
| 5Y | +13.7% | -40.3% | +53.9% | +24.9% |
| 10Y | +98.9% | -37.0% | +135.9% | +108.9% |
| All | +14,023.4% | +604.9% | +13,418.6% | +11,497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling