+1,090.1%
PSA vs MKTX
+1,442.6%
-352.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -7.8% | +40.8% | -48.6% | -18.4% |
| 6M | +0.8% | -8.0% | +8.8% | +1.2% |
| YTD | +16.5% | -8.7% | +25.2% | +17.0% |
| 1Y | +4.7% | -11.8% | +16.5% | +5.9% |
| 3Y | +21.1% | -24.0% | +45.1% | +24.2% |
| 5Y | +14.2% | -60.3% | +74.5% | +38.4% |
| 10Y | +102.6% | +5.0% | +97.6% | +64.9% |
| All | +1,090.1% | +1,442.6% | -352.5% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling