+630.6%
CLF vs PSA
+16,026.4%
-15,395.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | -19.6% | +3.9% | -23.5% | -21.3% |
| 30D | -5.0% | +19.7% | -24.6% | -14.1% |
| 3M | -6.3% | +4.3% | -10.6% | -9.0% |
| 6M | +2.8% | +11.4% | -8.6% | -3.9% |
| YTD | -13.7% | +33.9% | -47.7% | -27.0% |
| 1Y | +13.6% | +28.3% | -14.7% | -1.8% |
| 3Y | -34.0% | +53.5% | -87.5% | -49.4% |
| 5Y | -48.7% | +30.6% | -79.4% | -57.4% |
| 10Y | +113.4% | +145.8% | -32.3% | +20.0% |
| All | +630.6% | +16,026.4% | -15,395.8% | +75.4% |
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