+3,542.1%
CLS vs PSA
+15.2%
+3,526.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +5.7% |
| 7D | +12.8% | -0.4% | +13.2% | +12.9% |
| 30D | +3.8% | -8.2% | +12.0% | +5.6% |
| 3M | -14.6% | -2.1% | -12.5% | -14.9% |
| 6M | +32.2% | -0.2% | +32.4% | +30.8% |
| YTD | +11.6% | +18.5% | -6.9% | +5.4% |
| 1Y | +35.1% | +6.6% | +28.5% | +30.8% |
| 3Y | +1,312.5% | +24.5% | +1,288.1% | +1,139.4% |
| 5Y | +3,542.1% | +13.6% | +3,528.5% | +3,212.5% |
| All | +3,542.1% | +15.2% | +3,526.8% | +3,212.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling