+433.4%
PSA vs CPAY
+1,524.4%
-1,090.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.2% | -2.5% | +0.2% | -1.7% |
| 30D | -9.6% | +1.3% | -10.9% | -9.8% |
| 3M | -7.9% | +13.5% | -21.4% | -10.5% |
| 6M | -2.0% | +24.7% | -26.7% | -6.9% |
| YTD | +15.7% | +34.9% | -19.2% | +7.6% |
| 1Y | +5.8% | +29.7% | -23.9% | -1.1% |
| 3Y | +21.6% | +49.4% | -27.8% | +8.5% |
| 5Y | +13.1% | +53.5% | -40.3% | -1.3% |
| 10Y | +101.3% | +152.5% | -51.2% | +54.3% |
| All | +433.4% | +1,524.4% | -1,090.9% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling