+246.2%
PSA vs CNH
+32.2%
+214.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.3% |
| 7D | +3.9% | -1.7% | +5.6% | +4.1% |
| 30D | +19.7% | -7.2% | +26.9% | +20.8% |
| 3M | +4.3% | +6.5% | -2.3% | +2.7% |
| 6M | +11.4% | +7.9% | +3.5% | +9.2% |
| YTD | +33.9% | +26.6% | +7.4% | +28.2% |
| 1Y | +28.3% | +13.8% | +14.5% | +24.5% |
| 3Y | +53.5% | +9.2% | +44.3% | +48.0% |
| 5Y | +30.6% | -15.6% | +46.2% | +28.6% |
| 10Y | +145.8% | +119.2% | +26.6% | +106.0% |
| All | +246.2% | +32.2% | +214.0% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling