+1,462.0%
BA vs PSA
+16,171.7%
-14,709.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -0.1% | +7.4% | -7.5% | -2.3% |
| 30D | -9.1% | +19.1% | -28.2% | -14.1% |
| 3M | -28.2% | +5.1% | -33.3% | -29.4% |
| 6M | -23.1% | +16.2% | -39.3% | -27.0% |
| YTD | -20.6% | +35.2% | -55.7% | -28.1% |
| 1Y | -12.7% | +27.1% | -39.8% | -19.5% |
| 3Y | -11.6% | +51.7% | -63.3% | -24.0% |
| 5Y | -23.1% | +31.8% | -54.9% | -31.6% |
| 10Y | +34.4% | +148.0% | -113.6% | -1.9% |
| All | +1,462.0% | +16,171.7% | -14,709.7% | +525.3% |
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