+99.2%
PSA vs MTB
+172.9%
-73.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -9.4% | -4.6% | -4.8% | -8.6% |
| 3M | -8.2% | +7.4% | -15.6% | -9.4% |
| 6M | -1.8% | +18.7% | -20.5% | -4.9% |
| YTD | +15.7% | +21.1% | -5.3% | +11.6% |
| 1Y | +6.3% | +24.1% | -17.8% | +1.9% |
| 3Y | +21.6% | +115.3% | -93.8% | +4.3% |
| 5Y | +13.5% | +106.0% | -92.6% | -3.0% |
| All | +99.2% | +172.9% | -73.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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