+7.6%
PSA vs CDW
-5.0%
+12.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -3.7% | +3.2% | -6.8% | -3.7% |
| 30D | -7.7% | +9.3% | -17.0% | -7.9% |
| 3M | -0.6% | +9.8% | -10.4% | -1.0% |
| 6M | -0.9% | +23.3% | -24.3% | -2.9% |
| YTD | +18.7% | +13.7% | +5.0% | +17.3% |
| 1Y | +7.6% | -6.5% | +14.1% | +8.3% |
| All | +7.6% | -5.0% | +12.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling