+129.9%
PSA vs CF
+479.1%
-349.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.4% | +4.8% | -6.2% | -1.9% |
| 30D | +15.2% | +4.7% | +10.5% | +14.6% |
| 3M | +2.2% | +7.4% | -5.2% | +1.3% |
| 6M | +11.7% | +0.6% | +11.1% | +11.2% |
| YTD | +32.0% | +64.1% | -32.1% | +22.7% |
| 1Y | +26.3% | +51.4% | -25.1% | +18.5% |
| 3Y | +52.4% | +67.8% | -15.4% | +39.5% |
| 5Y | +26.3% | +114.1% | -87.9% | +10.9% |
| All | +129.9% | +479.1% | -349.2% | +73.1% |
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