+4,850.5%
CL vs PSA
+14,185.8%
-9,335.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.2% |
| 7D | -2.2% | -3.7% | +1.5% | -1.4% |
| 30D | -4.8% | -7.7% | +2.9% | -3.2% |
| 3M | +4.9% | -0.6% | +5.5% | +5.0% |
| 6M | -5.7% | -0.9% | -4.8% | -5.6% |
| YTD | +14.4% | +18.7% | -4.3% | +10.1% |
| 1Y | +8.7% | +7.6% | +1.1% | +6.8% |
| 3Y | +30.0% | +23.7% | +6.3% | +23.2% |
| 5Y | +28.4% | +13.7% | +14.7% | +22.8% |
| 10Y | +50.1% | +98.9% | -48.8% | +26.9% |
| All | +4,850.5% | +14,185.8% | -9,335.3% | +2,172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling