+30.4%
PSA vs CDW
-10.5%
+40.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +3.9% | +2.1% | +1.8% | +3.3% |
| 30D | +19.7% | +14.7% | +4.9% | +16.1% |
| 3M | +4.3% | +11.1% | -6.9% | +1.4% |
| 6M | +11.4% | +45.6% | -34.2% | +1.0% |
| YTD | +33.9% | +17.1% | +16.9% | +26.2% |
| 1Y | +28.3% | +13.2% | +15.1% | +21.9% |
| 3Y | +53.5% | -22.2% | +75.7% | +58.6% |
| All | +30.4% | -10.5% | +40.8% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling