+256.2%
PSA vs CG
+351.2%
-95.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -3.7% | -4.3% | +0.7% | -3.0% |
| 30D | -7.7% | -5.1% | -2.7% | -7.0% |
| 3M | -0.6% | +8.7% | -9.3% | -2.1% |
| 6M | -0.9% | -9.2% | +8.3% | +0.2% |
| YTD | +18.7% | -18.9% | +37.5% | +21.8% |
| 1Y | +7.6% | -25.6% | +33.3% | +11.7% |
| 3Y | +23.7% | +57.3% | -33.6% | +11.1% |
| 5Y | +13.7% | +10.2% | +3.5% | +5.2% |
| 10Y | +98.9% | +364.2% | -265.4% | +50.5% |
| All | +256.2% | +351.2% | -95.0% | +158.1% |
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