+9.4%
PSA vs MULL
+1,303.2%
-1,293.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -2.1% | +43.3% | -45.4% | -2.2% |
| 30D | +15.6% | -37.4% | +53.0% | +15.7% |
| 3M | +4.1% | -36.8% | +40.9% | +4.0% |
| 6M | +9.2% | -36.9% | +46.0% | +7.5% |
| YTD | +32.3% | +250.7% | -218.3% | +22.0% |
| 1Y | +26.2% | +337.6% | -311.4% | +15.1% |
| All | +9.4% | +1,303.2% | -1,293.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling