-1.5%
MCD vs PSA
+23.9%
-25.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.8% | -3.7% | +0.8% | -1.8% |
| 30D | -6.0% | -7.7% | +1.7% | -3.9% |
| 3M | -5.6% | -0.6% | -5.0% | -5.4% |
| 6M | -21.9% | -0.9% | -20.9% | -21.8% |
| YTD | -14.7% | +18.7% | -33.4% | -18.9% |
| 1Y | -17.3% | +7.6% | -24.9% | -19.3% |
| All | -1.5% | +23.9% | -25.5% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling