+13.1%
PSA vs CLBK
+41.8%
-28.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -2.2% | -1.5% | -0.8% | -2.0% |
| 30D | -9.6% | +6.7% | -16.2% | -10.6% |
| 3M | -7.9% | +21.2% | -29.1% | -11.0% |
| 6M | -2.0% | +42.0% | -44.0% | -7.7% |
| YTD | +15.7% | +63.3% | -47.5% | +6.5% |
| 1Y | +5.8% | +65.4% | -59.6% | -3.1% |
| 3Y | +21.6% | +52.5% | -30.9% | +11.3% |
| 5Y | +13.1% | +42.0% | -28.8% | +5.4% |
| All | +13.1% | +41.8% | -28.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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