+191.8%
PSA vs CFG
+396.4%
-204.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | +1.5% | -5.2% | -3.9% |
| 30D | -7.7% | -3.8% | -3.9% | -7.2% |
| 3M | -0.6% | +11.5% | -12.1% | -2.3% |
| 6M | -0.9% | +19.2% | -20.1% | -3.5% |
| YTD | +18.7% | +23.7% | -5.0% | +14.8% |
| 1Y | +7.6% | +38.8% | -31.2% | +2.3% |
| 3Y | +23.7% | +178.9% | -155.2% | +4.9% |
| 5Y | +13.7% | +101.8% | -88.1% | -0.7% |
| 10Y | +98.9% | +317.3% | -218.4% | +47.6% |
| All | +191.8% | +396.4% | -204.6% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling