-34.0%
CLF vs PSA
+50.8%
-84.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -19.6% | +3.9% | -23.5% | -20.8% |
| 30D | -5.0% | +19.7% | -24.6% | -11.8% |
| 3M | -6.3% | +4.3% | -10.6% | -7.9% |
| 6M | +2.8% | +11.4% | -8.6% | -2.2% |
| YTD | -13.7% | +33.9% | -47.7% | -23.9% |
| 1Y | +13.6% | +28.3% | -14.7% | +1.7% |
| 3Y | -34.0% | +53.5% | -87.5% | -51.2% |
| All | -34.0% | +50.8% | -84.8% | -51.2% |
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