+31.8%
BA vs PSA
+142.4%
-110.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.1% | +3.9% | -2.8% | -0.7% |
| 30D | -7.9% | +19.7% | -27.6% | -15.4% |
| 3M | -25.3% | +4.3% | -29.6% | -26.9% |
| 6M | -24.6% | +11.4% | -35.9% | -28.7% |
| YTD | -20.1% | +33.9% | -54.1% | -30.9% |
| 1Y | -11.8% | +28.3% | -40.0% | -22.2% |
| 3Y | -10.1% | +53.5% | -63.6% | -30.2% |
| 5Y | -22.7% | +30.6% | -53.4% | -36.6% |
| All | +31.8% | +142.4% | -110.6% | -24.0% |
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