+134.1%
PSA vs CF
+494.2%
-360.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -0.9% |
| 7D | +0.8% | +4.8% | -4.0% | +0.2% |
| 30D | +15.9% | +9.7% | +6.2% | +14.7% |
| 3M | +4.2% | +1.2% | +3.0% | +3.9% |
| 6M | +10.1% | +7.4% | +2.8% | +8.8% |
| YTD | +33.3% | +60.5% | -27.2% | +24.2% |
| 1Y | +28.2% | +50.7% | -22.5% | +20.4% |
| 3Y | +54.9% | +64.8% | -9.9% | +42.0% |
| 5Y | +28.3% | +115.8% | -87.5% | +12.6% |
| 10Y | +134.1% | +481.0% | -347.0% | +76.4% |
| All | +134.1% | +494.2% | -360.1% | +76.4% |
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