+29.1%
PSA vs CF
+47.0%
-17.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.5% | -0.9% | +2.3% | +1.5% |
| 30D | +16.7% | +6.9% | +9.7% | +17.1% |
| 3M | +4.0% | +4.8% | -0.8% | +4.5% |
| 6M | +10.9% | +4.7% | +6.2% | +11.6% |
| YTD | +34.2% | +56.5% | -22.3% | +18.5% |
| All | +29.1% | +47.0% | -17.9% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling