+22.5%
MDLZ vs PSA
+27.0%
-4.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +10.1% | +15.9% | -5.7% | +4.7% |
| 3M | +9.1% | +4.2% | +4.9% | +7.5% |
| 6M | +10.0% | +10.1% | -0.1% | +6.8% |
| YTD | +26.8% | +33.3% | -6.5% | +16.7% |
| 1Y | +22.5% | +28.2% | -5.7% | +14.6% |
| All | +22.5% | +27.0% | -4.5% | +14.6% |
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 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