+14.9%
PSA vs MKTX
-60.5%
+75.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -8.4% | +0.7% | -9.1% | -8.5% |
| 3M | -7.8% | +40.8% | -48.6% | -13.1% |
| 6M | +0.8% | -8.0% | +8.8% | +2.5% |
| YTD | +16.5% | -8.7% | +25.2% | +18.5% |
| 1Y | +4.7% | -11.8% | +16.5% | +7.1% |
| 3Y | +21.1% | -24.0% | +45.1% | +24.9% |
| All | +14.9% | -60.5% | +75.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling