+263.5%
PSA vs CDW
+933.5%
-670.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.9% |
| 3M | +4.3% | +11.1% | -6.9% | +1.2% |
| 6M | +11.4% | +45.6% | -34.2% | +1.0% |
| YTD | +33.9% | +17.1% | +16.9% | +26.0% |
| 1Y | +28.3% | +13.2% | +15.1% | +21.6% |
| 3Y | +53.5% | -22.2% | +75.7% | +56.4% |
| 5Y | +30.6% | -10.1% | +40.7% | +27.1% |
| 10Y | +145.8% | +307.0% | -161.2% | +74.6% |
| All | +263.5% | +933.5% | -670.0% | +123.7% |
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