+3,172.5%
MMM vs PSA
+15,953.3%
-12,780.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | +7.0% | +0.8% | +6.2% | +6.8% |
| 30D | +18.4% | +15.9% | +2.5% | +13.7% |
| 3M | +4.5% | +4.2% | +0.3% | +3.3% |
| 6M | +33.4% | +10.1% | +23.3% | +29.6% |
| YTD | +20.0% | +33.3% | -13.4% | +10.5% |
| 1Y | +15.0% | +28.2% | -13.2% | +7.1% |
| 3Y | +165.0% | +54.9% | +110.1% | +132.6% |
| 5Y | +47.9% | +28.3% | +19.6% | +35.1% |
| 10Y | +79.6% | +134.1% | -54.4% | +37.1% |
| All | +3,172.5% | +15,953.3% | -12,780.8% | +1,265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling