+6.3%
PSA vs CHD
+0.8%
+5.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -3.6% | -4.7% | +1.1% | -2.0% |
| 30D | -9.4% | -8.3% | -1.1% | -6.7% |
| 3M | -8.2% | -4.0% | -4.2% | -6.9% |
| 6M | -1.8% | -6.5% | +4.7% | +0.1% |
| YTD | +15.7% | +13.1% | +2.7% | +11.6% |
| 1Y | +6.3% | +2.3% | +4.0% | +6.4% |
| All | +6.3% | +0.8% | +5.4% | +6.4% |
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