+20.3%
PSA vs CPB
-40.6%
+60.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -2.2% | -8.0% | +5.8% | +0.1% |
| 30D | -9.6% | -2.4% | -7.1% | -9.1% |
| 3M | -7.9% | +0.5% | -8.4% | -8.5% |
| 6M | -2.0% | -10.5% | +8.5% | +0.8% |
| YTD | +15.7% | -17.5% | +33.3% | +21.8% |
| 1Y | +5.8% | -31.0% | +36.8% | +18.2% |
| All | +20.3% | -40.6% | +60.9% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling