+696.9%
CLF vs PSA
+14,185.8%
-13,488.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +7.6% | -3.7% | +11.2% | +9.7% |
| 30D | -1.2% | -7.7% | +6.6% | +3.0% |
| 3M | -13.4% | -0.6% | -12.8% | -13.5% |
| 6M | +15.4% | -0.9% | +16.3% | +15.3% |
| YTD | -5.9% | +18.7% | -24.5% | -14.6% |
| 1Y | +18.8% | +7.6% | +11.2% | +14.0% |
| 3Y | -19.4% | +23.7% | -43.1% | -30.4% |
| 5Y | -47.7% | +13.7% | -61.4% | -53.1% |
| 10Y | +130.4% | +98.9% | +31.5% | +46.8% |
| All | +696.9% | +14,185.8% | -13,488.9% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling