+1,470.0%
BA vs PSA
+15,953.3%
-14,483.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | 0.0% | +0.8% | -0.7% | -0.2% |
| 30D | -8.9% | +15.9% | -24.8% | -13.2% |
| 3M | -25.5% | +4.2% | -29.7% | -26.6% |
| 6M | -27.0% | +10.1% | -37.1% | -29.4% |
| YTD | -20.1% | +33.3% | -53.5% | -27.4% |
| 1Y | -11.0% | +28.2% | -39.2% | -18.1% |
| 3Y | -11.8% | +54.9% | -66.7% | -24.8% |
| 5Y | -20.6% | +28.3% | -49.0% | -28.8% |
| 10Y | +26.6% | +134.1% | -107.4% | -6.0% |
| All | +1,470.0% | +15,953.3% | -14,483.3% | +531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling