+52.4%
PSA vs CHD
+30.9%
+21.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.6% |
| 7D | -1.4% | +3.4% | -4.8% | -2.6% |
| 30D | +15.2% | +10.1% | +5.1% | +11.5% |
| 3M | +2.2% | +11.9% | -9.7% | -1.6% |
| 6M | +11.7% | +19.6% | -7.9% | +5.1% |
| YTD | +32.0% | +36.0% | -4.0% | +19.2% |
| 1Y | +26.3% | +34.8% | -8.5% | +14.3% |
| 3Y | +52.4% | +28.8% | +23.5% | +48.7% |
| All | +52.4% | +30.9% | +21.5% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling