-11.8%
BA vs PSA
+26.3%
-38.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.1% | +3.9% | -2.8% | -0.3% |
| 30D | -7.9% | +19.7% | -27.6% | -14.0% |
| 3M | -25.3% | +4.3% | -29.6% | -26.4% |
| 6M | -24.6% | +11.4% | -35.9% | -28.2% |
| YTD | -20.1% | +33.9% | -54.1% | -29.4% |
| 1Y | -11.8% | +28.3% | -40.0% | -20.5% |
| All | -11.8% | +26.3% | -38.1% | -20.5% |
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