+246.9%
PSA vs CNH
+46.6%
+200.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | -1.3% |
| 7D | +1.5% | +8.6% | -7.1% | +0.2% |
| 30D | +16.7% | +12.6% | +4.1% | +14.5% |
| 3M | +4.0% | +17.5% | -13.5% | +1.0% |
| 6M | +10.9% | +18.1% | -7.2% | +7.2% |
| YTD | +34.2% | +40.4% | -6.2% | +26.5% |
| 1Y | +26.6% | +34.0% | -7.3% | +20.0% |
| 3Y | +54.7% | +35.3% | +19.4% | +44.9% |
| 5Y | +30.0% | -5.1% | +35.1% | +25.8% |
| 10Y | +132.7% | +124.0% | +8.6% | +93.2% |
| All | +246.9% | +46.6% | +200.3% | +192.7% |
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