-10.6%
BA vs PSA
+52.1%
-62.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -0.1% | +7.4% | -7.5% | -2.0% |
| 30D | -9.1% | +19.1% | -28.2% | -13.5% |
| 3M | -28.2% | +5.1% | -33.3% | -29.2% |
| 6M | -23.1% | +16.2% | -39.3% | -26.6% |
| YTD | -20.6% | +35.2% | -55.7% | -27.0% |
| 1Y | -12.7% | +27.1% | -39.8% | -18.7% |
| All | -10.6% | +52.1% | -62.7% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling