+130.4%
PSA vs MTB
+113.8%
+16.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +15.6% | +0.8% | +14.7% | +15.4% |
| 3M | +4.1% | -12.8% | +16.8% | +6.8% |
| 6M | +9.2% | +6.7% | +2.5% | +7.8% |
| YTD | +32.3% | +11.3% | +21.0% | +29.5% |
| 1Y | +26.2% | +20.2% | +6.0% | +21.8% |
| 3Y | +53.7% | +103.8% | -50.1% | +33.2% |
| 5Y | +26.6% | +60.9% | -34.3% | +12.9% |
| All | +130.4% | +113.8% | +16.6% | +87.0% |
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