+99.6%
PSA vs CF
+575.3%
-475.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -3.7% | +6.0% | -9.7% | -4.3% |
| 30D | -7.7% | +14.8% | -22.6% | -9.1% |
| 3M | -0.6% | +14.1% | -14.7% | -2.2% |
| 6M | -0.9% | +28.5% | -29.4% | -4.7% |
| YTD | +18.7% | +74.9% | -56.3% | +9.8% |
| 1Y | +7.6% | +61.7% | -54.0% | +0.4% |
| 3Y | +23.7% | +80.3% | -56.7% | +12.5% |
| 5Y | +13.7% | +226.0% | -212.3% | -4.7% |
| All | +99.6% | +575.3% | -475.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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