+7.6%
PSA vs MKC
-23.4%
+31.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | -3.7% | -5.9% | +2.2% | -2.1% |
| 30D | -7.7% | -0.9% | -6.9% | -7.6% |
| 3M | -0.6% | +12.7% | -13.3% | -3.6% |
| 6M | -0.9% | -19.3% | +18.4% | +4.8% |
| YTD | +18.7% | -22.2% | +40.8% | +25.9% |
| 1Y | +7.6% | -23.3% | +31.0% | +14.7% |
| All | +7.6% | -23.4% | +31.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling