+13,765.7%
PSA vs CLX
+2,245.0%
+11,520.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.9% |
| 7D | -1.8% | -5.7% | +3.9% | -0.4% |
| 30D | -8.4% | -17.0% | +8.7% | -4.1% |
| 3M | -7.8% | -9.7% | +1.8% | -5.7% |
| 6M | +0.8% | -19.8% | +20.6% | +5.9% |
| YTD | +16.5% | -9.8% | +26.3% | +18.8% |
| 1Y | +4.7% | -26.2% | +30.9% | +12.0% |
| 3Y | +21.1% | -36.2% | +57.2% | +33.3% |
| 5Y | +14.2% | -38.3% | +52.5% | +24.8% |
| 10Y | +102.6% | -3.5% | +106.0% | +94.8% |
| All | +13,765.7% | +2,245.0% | +11,520.8% | +8,988.1% |
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 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