+10.4%
MMM vs PSA
+7.3%
+3.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | -3.3% | -3.7% | +0.4% | -2.0% |
| 30D | -7.0% | -7.7% | +0.7% | -4.3% |
| 3M | +10.8% | -0.6% | +11.4% | +10.6% |
| 6M | +5.8% | -0.9% | +6.7% | +4.8% |
| YTD | +6.8% | +18.7% | -11.9% | -0.3% |
| 1Y | +10.4% | +7.6% | +2.7% | +2.1% |
| All | +10.4% | +7.3% | +3.1% | +2.1% |
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