+14,023.4%
PSA vs CHD
+10,220.8%
+3,802.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | -2.7% | -1.0% | -3.0% |
| 30D | -7.7% | -4.6% | -3.1% | -6.7% |
| 3M | -0.6% | +5.0% | -5.6% | -1.9% |
| 6M | -0.9% | -3.2% | +2.3% | -0.3% |
| YTD | +18.7% | +18.6% | 0.0% | +13.6% |
| 1Y | +7.6% | +4.8% | +2.8% | +6.0% |
| 3Y | +23.7% | +6.1% | +17.5% | +20.7% |
| 5Y | +13.7% | +24.0% | -10.3% | +6.3% |
| 10Y | +98.9% | +124.5% | -25.6% | +60.5% |
| All | +14,023.4% | +10,220.8% | +3,802.6% | +6,886.3% |
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