+100.5%
PSA vs CG
+314.7%
-214.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -1.8% | -9.9% | +8.0% | -0.1% |
| 30D | -8.4% | -11.7% | +3.3% | -6.5% |
| 3M | -7.8% | -4.3% | -3.6% | -7.4% |
| 6M | +0.8% | -8.8% | +9.6% | +1.9% |
| YTD | +16.5% | -26.9% | +43.4% | +21.9% |
| 1Y | +4.7% | -35.4% | +40.1% | +11.6% |
| 3Y | +21.1% | +43.0% | -22.0% | +9.2% |
| 5Y | +14.2% | +1.9% | +12.3% | +6.0% |
| All | +100.5% | +314.7% | -214.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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