+24.6%
PSA vs CRL
+41.7%
-17.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.0% |
| 7D | -3.7% | -1.0% | -2.6% | -3.5% |
| 30D | -7.7% | +10.7% | -18.4% | -9.1% |
| 3M | -0.6% | +55.3% | -55.9% | -6.9% |
| 6M | -0.9% | +60.7% | -61.6% | -8.2% |
| YTD | +18.7% | +44.6% | -26.0% | +11.4% |
| 1Y | +7.6% | +77.7% | -70.1% | -2.4% |
| All | +24.6% | +41.7% | -17.1% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling