+24.9%
PSA vs CP
+19.6%
+5.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.7% | -2.7% | -1.0% | -2.6% |
| 30D | -7.7% | +0.2% | -7.9% | -7.9% |
| 3M | -0.6% | +2.6% | -3.2% | -1.7% |
| 6M | -0.9% | +6.0% | -6.9% | -3.5% |
| YTD | +18.7% | +24.9% | -6.3% | +8.2% |
| 1Y | +7.6% | +20.1% | -12.5% | -0.5% |
| All | +24.9% | +19.6% | +5.2% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling