+229.4%
PSA vs CFG
+347.0%
-117.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +3.9% | -0.9% | +4.8% | +4.1% |
| 30D | +19.7% | +1.1% | +18.6% | +19.5% |
| 3M | +4.3% | -12.0% | +16.2% | +6.2% |
| 6M | +11.4% | -2.2% | +13.6% | +11.6% |
| YTD | +33.9% | +11.4% | +22.5% | +31.6% |
| 1Y | +28.3% | +27.8% | +0.4% | +23.5% |
| 3Y | +53.5% | +173.3% | -119.8% | +31.0% |
| 5Y | +30.6% | +62.4% | -31.8% | +17.5% |
| 10Y | +145.8% | +249.6% | -103.8% | +86.5% |
| All | +229.4% | +347.0% | -117.6% | +141.0% |
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 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