+100.5%
PSA vs MKC
+29.9%
+70.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.8% | -1.5% | -0.4% | -1.3% |
| 30D | -8.4% | -3.1% | -5.3% | -7.4% |
| 3M | -7.8% | +5.2% | -13.0% | -9.8% |
| 6M | +0.8% | -12.8% | +13.6% | +5.3% |
| YTD | +16.5% | -23.3% | +39.8% | +27.1% |
| 1Y | +4.7% | -24.1% | +28.8% | +14.4% |
| 3Y | +21.1% | -32.1% | +53.2% | +36.7% |
| 5Y | +14.2% | -32.8% | +47.0% | +27.8% |
| All | +100.5% | +29.9% | +70.6% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling