+24.4%
CLF vs PSA
+26.7%
-2.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +16.0% | -2.1% | +18.1% | +16.9% |
| 30D | +1.6% | +15.6% | -14.0% | -5.2% |
| 3M | +6.7% | +4.1% | +2.6% | +5.4% |
| 6M | +21.1% | +9.2% | +11.9% | +15.1% |
| YTD | -1.6% | +32.3% | -33.9% | -19.0% |
| All | +24.4% | +26.7% | -2.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling