+15,613.1%
PSA vs CLX
+2,867.3%
+12,745.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -1.4% | +9.5% | -10.9% | -3.7% |
| 30D | +15.2% | +30.7% | -15.5% | +7.7% |
| 3M | +2.2% | +4.2% | -2.0% | +0.9% |
| 6M | +11.7% | +22.1% | -10.5% | +5.8% |
| YTD | +32.0% | +14.1% | +17.9% | +26.7% |
| 1Y | +26.3% | +10.3% | +16.0% | +22.2% |
| 3Y | +52.4% | -7.8% | +60.2% | +53.2% |
| 5Y | +26.3% | -20.8% | +47.1% | +29.5% |
| 10Y | +132.3% | +31.9% | +100.5% | +106.6% |
| All | +15,613.1% | +2,867.3% | +12,745.8% | +9,595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling