+52.4%
PSA vs CFG
+191.5%
-139.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.4% | +3.2% | -4.6% | -2.2% |
| 30D | +15.2% | +5.1% | +10.0% | +13.9% |
| 3M | +2.2% | -11.2% | +13.5% | +4.9% |
| 6M | +11.7% | +9.6% | +2.1% | +9.3% |
| YTD | +32.0% | +15.0% | +17.0% | +27.8% |
| 1Y | +26.3% | +29.9% | -3.6% | +19.3% |
| 3Y | +52.4% | +192.1% | -139.7% | +6.3% |
| All | +52.4% | +191.5% | -139.1% | +6.3% |
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