+13.1%
PSA vs CRL
-37.6%
+50.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -2.2% | -4.6% | +2.4% | -1.5% |
| 30D | -9.6% | +0.5% | -10.0% | -9.7% |
| 3M | -7.9% | +46.6% | -54.5% | -14.1% |
| 6M | -2.0% | +57.3% | -59.3% | -10.3% |
| YTD | +15.7% | +39.5% | -23.8% | +7.9% |
| 1Y | +5.8% | +76.9% | -71.1% | -5.9% |
| 3Y | +21.6% | +39.4% | -17.8% | +9.2% |
| 5Y | +13.1% | -37.2% | +50.3% | +17.0% |
| All | +13.1% | -37.6% | +50.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling