+29.3%
PSA vs CRS
-3.8%
+33.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | +10.5% | +4.3% | +6.2% | +10.3% |
| 30D | +21.7% | -25.5% | +47.2% | +23.5% |
| 3M | +6.1% | -48.7% | +54.8% | +11.8% |
| 6M | +18.3% | -31.6% | +50.0% | +18.5% |
| YTD | +36.1% | -7.0% | +43.1% | +31.2% |
| 1Y | +29.3% | -4.5% | +33.8% | +24.0% |
| All | +29.3% | -3.8% | +33.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling