+24.5%
PSA vs CFG
+193.0%
-168.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.4% | +2.7% | -3.1% | -1.0% |
| 30D | -8.2% | -3.7% | -4.5% | -7.4% |
| 3M | -2.1% | +9.5% | -11.6% | -4.3% |
| 6M | -0.2% | +22.2% | -22.4% | -4.8% |
| YTD | +18.5% | +22.3% | -3.8% | +12.8% |
| 1Y | +6.6% | +39.4% | -32.9% | -1.5% |
| 3Y | +24.5% | +188.5% | -164.0% | -12.0% |
| All | +24.5% | +193.0% | -168.5% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling