+46.1%
MRK vs PSA
+21.5%
+24.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | -3.6% | -1.4% | -3.8% |
| 30D | +11.0% | -9.4% | +20.3% | +14.6% |
| 3M | +22.4% | -8.2% | +30.6% | +25.8% |
| 6M | +25.4% | -1.8% | +27.2% | +25.9% |
| YTD | +39.5% | +15.7% | +23.7% | +32.7% |
| 1Y | +78.0% | +6.3% | +71.7% | +73.6% |
| All | +46.1% | +21.5% | +24.6% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling