+13.1%
PSA vs CLX
-37.0%
+50.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.7% |
| 7D | -2.2% | -4.9% | +2.7% | -0.9% |
| 30D | -9.6% | -15.8% | +6.3% | -5.2% |
| 3M | -7.9% | -7.9% | 0.0% | -6.0% |
| 6M | -2.0% | -19.0% | +17.1% | +3.3% |
| YTD | +15.7% | -7.9% | +23.7% | +17.7% |
| 1Y | +5.8% | -25.4% | +31.1% | +13.6% |
| 3Y | +21.6% | -35.0% | +56.6% | +34.1% |
| 5Y | +13.1% | -36.8% | +49.9% | +21.1% |
| All | +13.1% | -37.0% | +50.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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