-23.4%
CLF vs PSA
+54.3%
-77.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.4% | -1.4% | +11.8% | +11.0% |
| 30D | +0.6% | +15.2% | -14.6% | -5.3% |
| 3M | +4.1% | +2.2% | +1.9% | +3.1% |
| 6M | +15.1% | +11.7% | +3.4% | +9.4% |
| YTD | -4.7% | +32.0% | -36.8% | -15.6% |
| 1Y | +20.4% | +26.3% | -5.9% | +8.4% |
| 3Y | -23.4% | +52.4% | -75.7% | -43.6% |
| All | -23.4% | +54.3% | -77.7% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling