+100.5%
PSA vs CPAY
+155.2%
-54.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -2.0% | +0.1% | -1.4% |
| 30D | -8.4% | -0.4% | -8.0% | -8.3% |
| 3M | -7.8% | +16.4% | -24.2% | -10.9% |
| 6M | +0.8% | +23.5% | -22.7% | -4.2% |
| YTD | +16.5% | +35.7% | -19.2% | +7.9% |
| 1Y | +4.7% | +30.2% | -25.5% | -2.4% |
| 3Y | +21.1% | +49.7% | -28.7% | +7.4% |
| 5Y | +14.2% | +56.6% | -42.4% | -1.8% |
| All | +100.5% | +155.2% | -54.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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