+134.1%
PSA vs CPB
-40.9%
+174.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +0.8% | +2.9% | -2.1% | 0.0% |
| 30D | +15.9% | +17.6% | -1.7% | +11.1% |
| 3M | +4.2% | +2.0% | +2.2% | +3.2% |
| 6M | +10.1% | +11.6% | -1.5% | +6.4% |
| YTD | +33.3% | -13.8% | +47.1% | +37.1% |
| 1Y | +28.2% | -21.6% | +49.8% | +35.0% |
| 3Y | +54.9% | -35.8% | +90.7% | +70.6% |
| 5Y | +28.3% | -33.3% | +61.6% | +38.7% |
| 10Y | +134.1% | -39.4% | +173.5% | +133.6% |
| All | +134.1% | -40.9% | +174.9% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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