+20.3%
PSA vs CHD
+0.5%
+19.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -3.6% | -4.7% | +1.1% | -2.3% |
| 30D | -9.4% | -8.3% | -1.1% | -7.1% |
| 3M | -8.2% | -4.0% | -4.2% | -7.1% |
| 6M | -1.8% | -6.5% | +4.7% | -0.2% |
| YTD | +15.7% | +13.1% | +2.7% | +11.9% |
| 1Y | +6.3% | +2.3% | +4.0% | +5.4% |
| All | +20.3% | +0.5% | +19.8% | +22.9% |
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