+14,023.4%
PSA vs CRS
+10,171.0%
+3,852.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -3.7% | -0.2% | -3.4% | -3.6% |
| 30D | -7.7% | -16.6% | +8.9% | -4.6% |
| 3M | -0.6% | -3.5% | +2.9% | -0.5% |
| 6M | -0.9% | +15.4% | -16.4% | -4.6% |
| YTD | +18.7% | +51.2% | -32.5% | +8.0% |
| 1Y | +7.6% | +98.3% | -90.7% | -7.9% |
| 3Y | +23.7% | +651.5% | -627.9% | -21.9% |
| 5Y | +13.7% | +1,411.1% | -1,397.5% | -40.2% |
| 10Y | +98.9% | +1,424.3% | -1,325.5% | -10.8% |
| All | +14,023.4% | +10,171.0% | +3,852.4% | +4,578.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling