+129.9%
PSA vs CHD
+196.1%
-66.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -1.4% | +3.6% | -5.1% | -2.7% |
| 30D | +15.2% | +10.4% | +4.8% | +11.2% |
| 3M | +2.2% | +12.2% | -10.0% | -2.0% |
| 6M | +11.7% | +19.9% | -8.3% | +4.5% |
| YTD | +32.0% | +36.4% | -4.4% | +17.8% |
| 1Y | +26.3% | +35.1% | -8.9% | +13.0% |
| 3Y | +52.4% | +29.2% | +23.2% | +37.2% |
| 5Y | +26.3% | +33.4% | -7.1% | +10.5% |
| All | +129.9% | +196.1% | -66.2% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling