+397.7%
BAC vs PSA
+98.4%
+299.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +1.2% |
| 7D | +0.6% | -2.2% | +2.9% | +1.3% |
| 30D | -1.4% | -9.6% | +8.2% | +1.9% |
| 3M | +15.7% | -7.9% | +23.7% | +18.7% |
| 6M | +32.2% | -2.0% | +34.2% | +32.4% |
| YTD | +15.8% | +15.7% | 0.0% | +9.5% |
| 1Y | +27.3% | +5.8% | +21.5% | +23.7% |
| 3Y | +137.5% | +21.6% | +115.9% | +116.1% |
| 5Y | +73.1% | +13.1% | +59.9% | +58.3% |
| 10Y | +397.7% | +101.3% | +296.5% | +265.5% |
| All | +397.7% | +98.4% | +299.4% | +265.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling