+6,232.6%
PSA vs MDY
+2,644.5%
+3,588.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.3% |
| 7D | -0.4% | +1.0% | -1.4% | -1.1% |
| 30D | -8.2% | -3.1% | -5.0% | -6.2% |
| 3M | -2.1% | +1.8% | -4.0% | -3.6% |
| 6M | -0.2% | +10.8% | -11.0% | -7.1% |
| YTD | +18.5% | +14.4% | +4.1% | +7.9% |
| 1Y | +6.6% | +15.2% | -8.6% | -3.5% |
| 3Y | +24.5% | +51.2% | -26.7% | -7.6% |
| 5Y | +13.6% | +47.2% | -33.7% | -15.7% |
| 10Y | +102.0% | +171.1% | -69.2% | -10.6% |
| All | +6,232.6% | +2,644.5% | +3,588.1% | +836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling