+13.6%
PSA vs CPB
-38.5%
+52.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -0.4% | -8.2% | +7.8% | +1.9% |
| 30D | -8.2% | -5.6% | -2.6% | -6.9% |
| 3M | -2.1% | +3.0% | -5.1% | -3.3% |
| 6M | -0.2% | -12.7% | +12.5% | +3.1% |
| YTD | +18.5% | -18.0% | +36.5% | +24.2% |
| 1Y | +6.6% | -31.7% | +38.3% | +17.8% |
| 3Y | +24.5% | -41.0% | +65.4% | +42.7% |
| 5Y | +13.6% | -38.4% | +52.0% | +27.0% |
| All | +13.6% | -38.5% | +52.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling