+27.1%
PSA vs CHD
+30.6%
-3.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | +7.4% | +5.0% | +2.4% | +5.3% |
| 30D | +19.1% | +15.3% | +3.8% | +12.5% |
| 3M | +5.1% | +7.7% | -2.7% | +1.9% |
| 6M | +16.2% | +19.8% | -3.6% | +8.0% |
| YTD | +35.2% | +34.0% | +1.1% | +18.2% |
| 1Y | +27.1% | +30.1% | -3.0% | +13.8% |
| All | +27.1% | +30.6% | -3.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling