+100.5%
PSA vs CRS
+1,392.1%
-1,291.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | -1.8% | -6.8% | +4.9% | -1.2% |
| 30D | -8.4% | -16.1% | +7.8% | -6.8% |
| 3M | -7.8% | -21.2% | +13.3% | -5.9% |
| 6M | +0.8% | +8.7% | -7.9% | -0.6% |
| YTD | +16.5% | +41.0% | -24.5% | +11.7% |
| 1Y | +4.7% | +82.7% | -78.0% | -2.6% |
| 3Y | +21.1% | +604.8% | -583.7% | -4.0% |
| 5Y | +14.2% | +1,384.7% | -1,370.5% | -17.3% |
| All | +100.5% | +1,392.1% | -1,291.5% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling