+28.1%
BA vs PSA
+140.2%
-112.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.7% | +1.5% | -3.2% | -2.4% |
| 30D | -9.5% | +16.7% | -26.1% | -15.8% |
| 3M | -26.5% | +4.0% | -30.5% | -28.0% |
| 6M | -27.4% | +10.9% | -38.2% | -31.2% |
| YTD | -20.6% | +34.2% | -54.8% | -31.4% |
| 1Y | -11.4% | +26.6% | -38.1% | -21.4% |
| 3Y | -10.8% | +54.7% | -65.6% | -31.1% |
| 5Y | -21.9% | +30.0% | -52.0% | -35.7% |
| 10Y | +28.1% | +132.7% | -104.5% | -25.8% |
| All | +28.1% | +140.2% | -112.0% | -25.8% |
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