+224.4%
MRK vs PSA
+102.6%
+121.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -4.3% | -1.8% | -2.4% | -3.8% |
| 30D | +8.3% | -8.4% | +16.7% | +11.0% |
| 3M | +20.0% | -7.8% | +27.9% | +22.8% |
| 6M | +25.7% | +0.8% | +24.9% | +25.2% |
| YTD | +38.7% | +16.5% | +22.2% | +32.7% |
| 1Y | +74.7% | +4.7% | +70.0% | +71.8% |
| 3Y | +45.4% | +21.1% | +24.3% | +36.7% |
| 5Y | +129.0% | +14.2% | +114.8% | +115.1% |
| All | +224.4% | +102.6% | +121.8% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling