+8.7%
CL vs PSA
+7.3%
+1.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.0% |
| 7D | -2.2% | -3.7% | +1.5% | -0.8% |
| 30D | -4.8% | -7.7% | +2.9% | -2.0% |
| 3M | +4.9% | -0.6% | +5.5% | +5.4% |
| 6M | -5.7% | -0.9% | -4.8% | -5.3% |
| YTD | +14.4% | +18.7% | -4.3% | +8.4% |
| 1Y | +8.7% | +7.6% | +1.1% | +6.4% |
| All | +8.7% | +7.3% | +1.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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