+13.6%
PSA vs CG
+9.5%
+4.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -8.2% | -3.2% | -5.0% | -7.7% |
| 3M | -2.1% | +6.2% | -8.4% | -3.4% |
| 6M | -0.2% | -4.7% | +4.5% | +0.2% |
| YTD | +18.5% | -20.6% | +39.1% | +22.4% |
| 1Y | +6.6% | -26.4% | +32.9% | +11.2% |
| 3Y | +24.5% | +55.4% | -30.9% | +8.6% |
| 5Y | +13.6% | +9.8% | +3.8% | +2.6% |
| All | +13.6% | +9.5% | +4.1% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling