+132.7%
PSA vs CFG
+248.3%
-115.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +16.7% | +3.2% | +13.4% | +16.1% |
| 3M | +4.0% | -9.7% | +13.7% | +5.7% |
| 6M | +10.9% | +3.6% | +7.2% | +10.1% |
| YTD | +34.2% | +14.7% | +19.5% | +31.1% |
| 1Y | +26.6% | +29.6% | -2.9% | +21.4% |
| 3Y | +54.7% | +190.6% | -135.8% | +29.6% |
| 5Y | +30.0% | +67.1% | -37.0% | +15.7% |
| 10Y | +132.7% | +237.0% | -104.4% | +87.1% |
| All | +132.7% | +248.3% | -115.6% | +87.1% |
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