+14,023.4%
PSA vs CP
+7,669.4%
+6,354.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.7% | -2.7% | -1.0% | -2.9% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | -0.6% | +2.6% | -3.2% | -1.4% |
| 6M | -0.9% | +6.0% | -6.9% | -2.8% |
| YTD | +18.7% | +24.9% | -6.3% | +10.7% |
| 1Y | +7.6% | +20.1% | -12.5% | +1.5% |
| 3Y | +23.7% | +16.4% | +7.3% | +16.7% |
| 5Y | +13.7% | +31.7% | -18.1% | +2.4% |
| 10Y | +98.9% | +223.9% | -125.0% | +31.6% |
| All | +14,023.4% | +7,669.4% | +6,354.0% | +4,883.6% |
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