+43.4%
CL vs PSA
+26.3%
+17.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +3.2% | -1.4% | +4.7% | +3.7% |
| 30D | +8.0% | +15.2% | -7.1% | +3.5% |
| 3M | +7.9% | +2.2% | +5.6% | +7.1% |
| 6M | +14.7% | +11.7% | +3.1% | +10.9% |
| YTD | +29.2% | +32.0% | -2.9% | +18.7% |
| 1Y | +29.5% | +26.3% | +3.3% | +20.5% |
| 3Y | +40.7% | +52.4% | -11.7% | +24.7% |
| All | +43.4% | +26.3% | +17.1% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling