-10.6%
BA vs PSA
+28.0%
-38.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.1% |
| 7D | +5.9% | +10.5% | -4.7% | +2.3% |
| 30D | -8.2% | +21.7% | -29.8% | -14.7% |
| 3M | -25.4% | +6.1% | -31.4% | -26.9% |
| 6M | -20.0% | +18.3% | -38.3% | -26.0% |
| YTD | -18.5% | +36.1% | -54.5% | -28.3% |
| 1Y | -10.6% | +29.3% | -39.9% | -19.7% |
| All | -10.6% | +28.0% | -38.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling