+80.1%
CLF vs PSA
+140.2%
-60.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.8% | +6.9% |
| 7D | -14.1% | +1.5% | -15.6% | -14.8% |
| 30D | -5.5% | +16.7% | -22.2% | -12.5% |
| 3M | 0.0% | +4.0% | -4.0% | -2.3% |
| 6M | +11.3% | +10.9% | +0.4% | +5.1% |
| YTD | -7.7% | +34.2% | -41.9% | -20.4% |
| 1Y | +17.5% | +26.6% | -9.1% | +4.1% |
| 3Y | -25.4% | +54.7% | -80.2% | -41.7% |
| 5Y | -46.0% | +30.0% | -76.0% | -53.9% |
| 10Y | +80.1% | +132.7% | -52.6% | +17.4% |
| All | +80.1% | +140.2% | -60.1% | +17.4% |
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 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