+25.8%
PSA vs CRL
+101.9%
-76.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -2.1% | +5.0% | -7.1% | -2.4% |
| 30D | +16.2% | +13.5% | +2.7% | +14.3% |
| 3M | +4.3% | +21.5% | -17.2% | +1.7% |
| 6M | +9.9% | +103.4% | -93.5% | -0.1% |
| YTD | +33.3% | +71.8% | -38.5% | +22.4% |
| 1Y | +25.8% | +97.5% | -71.7% | +9.8% |
| All | +25.8% | +101.9% | -76.1% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling