+139.4%
BAC vs PSA
+27.0%
+112.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +1.1% | -3.7% | +4.8% | +2.1% |
| 30D | -0.4% | -7.7% | +7.3% | +1.8% |
| 3M | +16.9% | -0.6% | +17.5% | +16.8% |
| 6M | +26.6% | -0.9% | +27.5% | +26.3% |
| YTD | +15.8% | +18.7% | -2.9% | +9.2% |
| 1Y | +27.2% | +7.6% | +19.5% | +23.3% |
| All | +139.4% | +27.0% | +112.4% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling