+14,023.4%
PSA vs CPB
+325.7%
+13,697.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.4% |
| 7D | -3.7% | -8.6% | +4.9% | -1.7% |
| 30D | -7.7% | -7.2% | -0.5% | -6.2% |
| 3M | -0.6% | +0.9% | -1.5% | -1.1% |
| 6M | -0.9% | -11.8% | +10.9% | +1.6% |
| YTD | +18.7% | -19.4% | +38.1% | +24.0% |
| 1Y | +7.6% | -30.4% | +38.0% | +16.3% |
| 3Y | +23.7% | -40.2% | +63.8% | +37.6% |
| 5Y | +13.7% | -39.5% | +53.2% | +25.0% |
| 10Y | +98.9% | -47.4% | +146.2% | +119.4% |
| All | +14,023.4% | +325.7% | +13,697.7% | +11,279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling