+76.3%
CL vs PSA
+140.2%
-63.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.5% | +1.5% | -0.9% | 0.0% |
| 30D | +11.6% | +16.7% | -5.1% | +5.6% |
| 3M | +5.6% | +4.0% | +1.6% | +4.0% |
| 6M | +13.2% | +10.9% | +2.3% | +8.9% |
| YTD | +26.9% | +34.2% | -7.3% | +13.7% |
| 1Y | +27.3% | +26.6% | +0.7% | +16.4% |
| 3Y | +39.7% | +54.7% | -15.0% | +17.6% |
| 5Y | +41.3% | +30.0% | +11.3% | +24.0% |
| 10Y | +76.3% | +132.7% | -56.4% | +18.2% |
| All | +76.3% | +140.2% | -63.9% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling