+26.8%
BA vs PSA
+133.3%
-106.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.4% | -2.1% | +0.7% | -0.5% |
| 30D | -7.9% | +16.2% | -24.1% | -14.2% |
| 3M | -25.2% | +4.3% | -29.5% | -26.8% |
| 6M | -26.7% | +9.9% | -36.6% | -30.3% |
| YTD | -19.6% | +33.3% | -52.9% | -30.3% |
| 1Y | -10.6% | +25.8% | -36.4% | -20.4% |
| 3Y | -11.2% | +54.8% | -66.0% | -31.5% |
| 5Y | -20.4% | +27.5% | -48.0% | -33.8% |
| 10Y | +26.8% | +134.5% | -107.8% | -27.0% |
| All | +26.8% | +133.3% | -106.6% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling