+100.5%
PSA vs MDY
+177.2%
-76.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -1.8% | -1.9% | 0.0% | -0.9% |
| 30D | -8.4% | -4.6% | -3.7% | -6.2% |
| 3M | -7.8% | -1.2% | -6.6% | -7.4% |
| 6M | +0.8% | +9.2% | -8.4% | -3.6% |
| YTD | +16.5% | +13.1% | +3.4% | +9.6% |
| 1Y | +4.7% | +13.0% | -8.3% | -1.6% |
| 3Y | +21.1% | +49.2% | -28.2% | -1.3% |
| 5Y | +14.2% | +47.2% | -33.1% | -7.2% |
| All | +100.5% | +177.2% | -76.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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