+134.1%
PSA vs CP
+255.2%
-121.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.8% | +2.8% | -2.0% | -0.2% |
| 30D | +15.9% | +11.0% | +4.8% | +11.8% |
| 3M | +4.2% | +3.8% | +0.3% | +2.8% |
| 6M | +10.1% | +9.5% | +0.6% | +6.7% |
| YTD | +33.3% | +28.2% | +5.1% | +22.4% |
| 1Y | +28.2% | +33.0% | -4.7% | +16.3% |
| 3Y | +54.9% | +35.5% | +19.3% | +38.1% |
| 5Y | +28.3% | +25.8% | +2.5% | +16.1% |
| 10Y | +134.1% | +250.7% | -116.7% | +67.7% |
| All | +134.1% | +255.2% | -121.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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