+264.3%
PSA vs CDW
+983.6%
-719.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.8% |
| 7D | +1.5% | +9.3% | -7.8% | -0.5% |
| 30D | +16.7% | +15.8% | +0.9% | +12.8% |
| 3M | +4.0% | +21.8% | -17.8% | -0.9% |
| 6M | +10.9% | +58.8% | -47.9% | -1.3% |
| YTD | +34.2% | +22.8% | +11.4% | +25.0% |
| 1Y | +26.6% | +17.9% | +8.7% | +19.0% |
| 3Y | +54.7% | -17.4% | +72.2% | +55.6% |
| 5Y | +30.0% | -5.7% | +35.8% | +25.2% |
| 10Y | +132.7% | +319.5% | -186.8% | +64.2% |
| All | +264.3% | +983.6% | -719.3% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling