+1,049.8%
PSA vs CF
+5,315.1%
-4,265.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +3.9% | -3.2% | +7.1% | +4.4% |
| 30D | +19.7% | +4.3% | +15.3% | +18.5% |
| 3M | +4.3% | +2.8% | +1.5% | +3.2% |
| 6M | +11.4% | +0.6% | +10.7% | +10.2% |
| YTD | +33.9% | +56.6% | -22.7% | +19.2% |
| 1Y | +28.3% | +49.6% | -21.3% | +15.2% |
| 3Y | +53.5% | +61.5% | -8.0% | +32.9% |
| 5Y | +30.6% | +124.0% | -93.3% | +1.9% |
| 10Y | +145.8% | +573.2% | -427.4% | +33.7% |
| All | +1,049.8% | +5,315.1% | -4,265.3% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling