-16.8%
MCD vs PSA
+4.9%
-21.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -2.9% | -2.2% | -0.6% | -2.3% |
| 30D | -6.7% | -9.6% | +2.8% | -4.2% |
| 3M | -9.6% | -7.9% | -1.6% | -7.5% |
| 6M | -22.3% | -2.0% | -20.3% | -21.7% |
| YTD | -15.4% | +15.7% | -31.2% | -19.5% |
| 1Y | -16.8% | +5.8% | -22.6% | -18.4% |
| All | -16.8% | +4.9% | -21.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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