+100.5%
PSA vs CRL
+256.1%
-155.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -1.8% | -3.5% | +1.7% | -1.2% |
| 30D | -8.4% | -2.1% | -6.2% | -8.0% |
| 3M | -7.8% | +48.0% | -55.8% | -14.8% |
| 6M | +0.8% | +64.7% | -63.9% | -9.3% |
| YTD | +16.5% | +39.5% | -23.0% | +7.8% |
| 1Y | +4.7% | +74.2% | -69.5% | -7.6% |
| 3Y | +21.1% | +39.4% | -18.3% | +7.6% |
| 5Y | +14.2% | -36.9% | +51.1% | +17.5% |
| All | +100.5% | +256.1% | -155.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling