+18.0%
BAC vs PSA
+30.3%
-12.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.2% | +3.9% | -5.1% | -2.3% |
| 30D | -7.7% | +19.7% | -27.3% | -12.5% |
| 3M | -21.2% | +4.3% | -25.4% | -22.2% |
| 6M | -6.8% | +11.4% | -18.2% | -10.1% |
| YTD | -8.7% | +33.9% | -42.7% | -17.0% |
| 1Y | -5.3% | +28.3% | -33.6% | -12.8% |
| 3Y | +87.4% | +53.5% | +34.0% | +58.4% |
| All | +18.0% | +30.3% | -12.3% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling