+102.0%
PSA vs CNH
+152.9%
-51.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.4% | +0.8% |
| 7D | -0.4% | +8.8% | -9.2% | -1.9% |
| 30D | -8.2% | +24.7% | -32.8% | -11.8% |
| 3M | -2.1% | +27.3% | -29.5% | -6.6% |
| 6M | -0.2% | +23.2% | -23.4% | -4.4% |
| YTD | +18.5% | +48.9% | -30.4% | +10.0% |
| 1Y | +6.6% | +19.4% | -12.8% | +2.3% |
| 3Y | +24.5% | +7.8% | +16.7% | +19.5% |
| 5Y | +13.6% | +8.7% | +4.9% | +7.4% |
| 10Y | +102.0% | +149.5% | -47.6% | +46.1% |
| All | +102.0% | +152.9% | -51.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling