+15,648.0%
PSA vs CHD
+11,601.1%
+4,046.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +15.6% | +11.6% | +4.0% | +12.5% |
| 3M | +4.1% | +10.7% | -6.6% | +1.4% |
| 6M | +9.2% | +20.2% | -11.1% | +4.2% |
| YTD | +32.3% | +34.5% | -2.2% | +22.7% |
| 1Y | +26.2% | +32.6% | -6.4% | +17.4% |
| 3Y | +53.7% | +29.1% | +24.6% | +43.2% |
| 5Y | +26.6% | +31.5% | -5.0% | +16.5% |
| 10Y | +132.8% | +190.9% | -58.1% | +77.0% |
| All | +15,648.0% | +11,601.1% | +4,046.9% | +7,451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling