+134.5%
PSA vs CRL
+358.0%
-223.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.1% | +5.0% | -7.1% | -3.0% |
| 30D | +16.2% | +13.5% | +2.7% | +13.0% |
| 3M | +4.3% | +21.5% | -17.2% | -0.1% |
| 6M | +9.9% | +103.4% | -93.5% | -5.0% |
| YTD | +33.3% | +71.8% | -38.5% | +18.0% |
| 1Y | +25.8% | +97.5% | -71.7% | +8.3% |
| 3Y | +54.8% | +99.2% | -44.5% | +27.5% |
| 5Y | +27.5% | -12.1% | +39.7% | +22.4% |
| 10Y | +134.5% | +359.2% | -224.7% | +65.2% |
| All | +134.5% | +358.0% | -223.5% | +65.2% |
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