+20.3%
PSA vs CPAY
+49.2%
-28.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.6% | -2.7% | -1.0% | -3.1% |
| 30D | -9.4% | +0.6% | -10.0% | -9.5% |
| 3M | -8.2% | +17.0% | -25.2% | -11.2% |
| 6M | -1.8% | +24.1% | -26.0% | -6.5% |
| YTD | +15.7% | +35.7% | -20.0% | +7.6% |
| 1Y | +6.3% | +34.0% | -27.7% | -1.1% |
| All | +20.3% | +49.2% | -28.9% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling