+1,060.2%
PSA vs CF
+5,277.9%
-4,217.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.9% |
| 7D | +7.4% | +0.4% | +7.0% | +7.2% |
| 30D | +19.1% | +2.2% | +16.9% | +18.4% |
| 3M | +5.1% | +2.1% | +3.0% | +4.1% |
| 6M | +16.2% | -6.5% | +22.7% | +16.5% |
| YTD | +35.2% | +55.6% | -20.4% | +20.5% |
| 1Y | +27.1% | +42.3% | -15.2% | +15.3% |
| 3Y | +51.7% | +55.7% | -4.0% | +32.4% |
| 5Y | +31.8% | +122.4% | -90.6% | +3.0% |
| 10Y | +148.0% | +568.5% | -420.6% | +35.1% |
| All | +1,060.2% | +5,277.9% | -4,217.8% | +206.4% |
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 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