+1,821.9%
BA vs PSA
+14,185.8%
-12,363.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +1.2% | -3.7% | +4.8% | +2.3% |
| 30D | -11.6% | -7.7% | -3.9% | -9.4% |
| 3M | -2.4% | -0.6% | -1.8% | -2.4% |
| 6M | -6.6% | -0.9% | -5.7% | -6.6% |
| YTD | -2.2% | +18.7% | -20.9% | -7.7% |
| 1Y | -8.0% | +7.6% | -15.7% | -10.5% |
| 3Y | -5.0% | +23.7% | -28.6% | -12.9% |
| 5Y | -2.7% | +13.7% | -16.4% | -9.4% |
| 10Y | +75.9% | +98.9% | -23.0% | +37.3% |
| All | +1,821.9% | +14,185.8% | -12,363.8% | +702.8% |
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 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