+80.4%
CLF vs PSA
+133.1%
-52.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +16.0% | -2.1% | +18.1% | +17.1% |
| 30D | +1.6% | +15.6% | -14.0% | -5.5% |
| 3M | +6.7% | +4.1% | +2.6% | +4.2% |
| 6M | +21.1% | +9.2% | +11.9% | +15.2% |
| YTD | -1.6% | +32.3% | -33.9% | -14.6% |
| 1Y | +18.5% | +26.2% | -7.7% | +5.1% |
| 3Y | -21.0% | +53.7% | -74.7% | -38.1% |
| 5Y | -41.4% | +26.6% | -67.9% | -49.4% |
| All | +80.4% | +133.1% | -52.7% | +17.1% |
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