+106.0%
PSA vs CDW
+267.9%
-161.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.0% | +1.0% |
| 7D | -0.4% | -3.9% | +3.5% | +0.4% |
| 30D | -8.2% | +6.9% | -15.1% | -9.7% |
| 3M | -2.1% | +7.7% | -9.8% | -4.3% |
| 6M | -0.2% | +18.3% | -18.5% | -6.1% |
| YTD | +18.5% | +7.8% | +10.7% | +13.9% |
| 1Y | +6.6% | -12.2% | +18.8% | +7.5% |
| 3Y | +24.5% | -28.9% | +53.4% | +30.2% |
| 5Y | +13.6% | -22.8% | +36.4% | +14.4% |
| All | +106.0% | +267.9% | -161.8% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling