+15,843.1%
PSA vs CP
+7,734.8%
+8,108.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +3.9% | +2.8% | +1.1% | +3.0% |
| 30D | +19.7% | +10.2% | +9.5% | +16.2% |
| 3M | +4.3% | +2.4% | +1.9% | +3.5% |
| 6M | +11.4% | +7.7% | +3.7% | +8.8% |
| YTD | +33.9% | +26.0% | +8.0% | +24.6% |
| 1Y | +28.3% | +34.6% | -6.4% | +16.9% |
| 3Y | +53.5% | +26.7% | +26.8% | +41.1% |
| 5Y | +30.6% | +24.9% | +5.7% | +19.6% |
| 10Y | +145.8% | +258.6% | -112.9% | +57.9% |
| All | +15,843.1% | +7,734.8% | +8,108.3% | +5,510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling