+13,765.7%
PSA vs CGNX
+12,871.6%
+894.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.2% |
| 7D | -1.8% | +3.2% | -5.0% | -2.2% |
| 30D | -8.4% | +6.0% | -14.4% | -9.1% |
| 3M | -7.8% | +3.5% | -11.4% | -8.7% |
| 6M | +0.8% | +26.3% | -25.5% | -2.7% |
| YTD | +16.5% | +79.2% | -62.8% | +6.8% |
| 1Y | +4.7% | +43.8% | -39.1% | -1.8% |
| 3Y | +21.1% | +52.0% | -30.9% | +10.6% |
| 5Y | +14.2% | -24.0% | +38.2% | +12.0% |
| 10Y | +102.6% | +189.1% | -86.5% | +63.5% |
| All | +13,765.7% | +12,871.6% | +894.1% | +7,494.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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