+206.7%
PSA vs CNH
+64.7%
+142.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -1.8% |
| 7D | -3.7% | +23.3% | -27.0% | -6.7% |
| 30D | -7.7% | +33.5% | -41.2% | -11.8% |
| 3M | -0.6% | +32.7% | -33.3% | -5.1% |
| 6M | -0.9% | +22.2% | -23.1% | -4.5% |
| YTD | +18.7% | +57.7% | -39.0% | +10.3% |
| 1Y | +7.6% | +28.0% | -20.3% | +2.8% |
| 3Y | +23.7% | +11.5% | +12.1% | +18.7% |
| 5Y | +13.7% | +11.9% | +1.8% | +7.8% |
| 10Y | +98.9% | +162.8% | -63.9% | +62.3% |
| All | +206.7% | +64.7% | +142.0% | +155.3% |
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