+22.7%
MCD vs PSA
+30.3%
-7.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +7.1% | +3.9% | +3.2% | +6.0% |
| 30D | +19.8% | +19.7% | +0.1% | +14.0% |
| 3M | +0.8% | +4.3% | -3.5% | -0.4% |
| 6M | -1.3% | +11.4% | -12.7% | -4.3% |
| YTD | -7.8% | +33.9% | -41.7% | -15.3% |
| 1Y | -5.0% | +28.3% | -33.2% | -11.7% |
| 3Y | +10.5% | +53.5% | -42.9% | -3.0% |
| All | +22.7% | +30.3% | -7.6% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling