+52.4%
PSA vs CF
+68.9%
-16.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.4% | +4.8% | -6.2% | -1.5% |
| 30D | +15.2% | +4.7% | +10.5% | +15.1% |
| 3M | +2.2% | +7.4% | -5.2% | +2.1% |
| 6M | +11.7% | +0.6% | +11.1% | +11.7% |
| YTD | +32.0% | +64.1% | -32.1% | +24.8% |
| 1Y | +26.3% | +51.4% | -25.1% | +20.3% |
| 3Y | +52.4% | +67.8% | -15.4% | +39.2% |
| All | +52.4% | +68.9% | -16.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling