-4.7%
BAC vs PSA
+25.5%
-30.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | -6.4% | +15.6% | -22.0% | -9.6% |
| 3M | -21.7% | +4.1% | -25.7% | -22.6% |
| 6M | +0.5% | +9.2% | -8.7% | -2.0% |
| YTD | -6.7% | +32.3% | -39.0% | -15.0% |
| 1Y | -4.7% | +26.2% | -30.8% | -11.1% |
| All | -4.7% | +25.5% | -30.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling