+13.1%
PSA vs MTB
+103.4%
-90.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | -9.6% | -4.6% | -4.9% | -8.6% |
| 3M | -7.9% | +6.3% | -14.2% | -9.2% |
| 6M | -2.0% | +15.6% | -17.6% | -5.2% |
| YTD | +15.7% | +20.6% | -4.8% | +10.9% |
| 1Y | +5.8% | +22.5% | -16.8% | +0.9% |
| 3Y | +21.6% | +114.4% | -92.9% | +0.7% |
| 5Y | +13.1% | +101.9% | -88.8% | +0.2% |
| All | +13.1% | +103.4% | -90.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling