+102.0%
PSA vs CFG
+313.6%
-211.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.4% | +2.7% | -3.1% | -0.8% |
| 30D | -8.2% | -3.7% | -4.5% | -7.6% |
| 3M | -2.1% | +9.5% | -11.6% | -3.6% |
| 6M | -0.2% | +22.2% | -22.4% | -3.3% |
| YTD | +18.5% | +22.3% | -3.8% | +14.7% |
| 1Y | +6.6% | +39.4% | -32.9% | +1.0% |
| 3Y | +24.5% | +188.5% | -164.0% | +4.4% |
| 5Y | +13.6% | +101.5% | -88.0% | -1.4% |
| 10Y | +102.0% | +308.6% | -206.7% | +56.7% |
| All | +102.0% | +313.6% | -211.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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