+130.4%
PSA vs CFG
+214.3%
-83.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | +15.6% | +3.3% | +12.3% | +15.0% |
| 3M | +4.1% | -11.5% | +15.6% | +6.1% |
| 6M | +9.2% | +6.2% | +3.0% | +8.1% |
| YTD | +32.3% | +14.3% | +18.0% | +29.3% |
| 1Y | +26.2% | +26.7% | -0.6% | +21.3% |
| 3Y | +53.7% | +187.8% | -134.1% | +28.8% |
| 5Y | +26.6% | +61.3% | -34.7% | +13.1% |
| All | +130.4% | +214.3% | -83.9% | +81.5% |
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