+116.3%
CLF vs PSA
+100.1%
+16.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +6.5% | -0.4% | +6.9% | +6.7% |
| 30D | +0.2% | -8.2% | +8.4% | +4.5% |
| 3M | -3.1% | -2.1% | -0.9% | -2.4% |
| 6M | +25.0% | -0.2% | +25.2% | +24.4% |
| YTD | -7.5% | +18.5% | -26.0% | -15.5% |
| 1Y | +11.5% | +6.6% | +4.9% | +7.6% |
| 3Y | -13.7% | +24.5% | -38.1% | -25.5% |
| 5Y | -47.0% | +13.6% | -60.6% | -52.1% |
| 10Y | +116.3% | +102.0% | +14.4% | +37.9% |
| All | +116.3% | +100.1% | +16.2% | +37.9% |
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 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