+297.2%
PSA vs CG
+278.1%
+19.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | 0.0% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | +15.6% | +5.7% | +9.9% | +14.5% |
| 3M | +4.1% | -17.9% | +21.9% | +7.1% |
| 6M | +9.2% | -20.2% | +29.4% | +12.7% |
| YTD | +32.3% | -32.0% | +64.3% | +39.4% |
| 1Y | +26.2% | -27.0% | +53.2% | +31.4% |
| 3Y | +53.7% | +42.8% | +10.9% | +40.1% |
| 5Y | +26.6% | -23.4% | +50.0% | +23.7% |
| 10Y | +132.8% | +278.2% | -145.3% | +81.6% |
| All | +297.2% | +278.1% | +19.1% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling