+9.1%
PSA vs MULL
+1,230.7%
-1,221.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | -0.2% |
| 7D | -1.4% | +24.5% | -26.0% | -1.5% |
| 30D | +15.2% | -35.5% | +50.7% | +15.2% |
| 3M | +2.2% | -44.8% | +47.0% | +2.3% |
| 6M | +11.7% | -45.5% | +57.1% | +10.2% |
| YTD | +32.0% | +232.5% | -200.5% | +21.8% |
| 1Y | +26.3% | +343.3% | -317.0% | +14.9% |
| All | +9.1% | +1,230.7% | -1,221.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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