+6.3%
PSA vs CRL
+73.3%
-67.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -3.6% | -6.9% | +3.3% | -2.8% |
| 30D | -9.4% | -3.2% | -6.2% | -9.1% |
| 3M | -8.2% | +46.5% | -54.7% | -12.5% |
| 6M | -1.8% | +63.1% | -65.0% | -8.4% |
| YTD | +15.7% | +36.9% | -21.1% | +10.3% |
| 1Y | +6.3% | +78.1% | -71.8% | -2.3% |
| All | +6.3% | +73.3% | -67.0% | -2.3% |
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