+1,094.1%
BAC vs PSA
+15,953.3%
-14,859.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.6% |
| 7D | +2.1% | +0.8% | +1.3% | +1.6% |
| 30D | -6.7% | +15.9% | -22.6% | -14.6% |
| 3M | -20.2% | +4.2% | -24.4% | -22.4% |
| 6M | -0.2% | +10.1% | -10.3% | -6.4% |
| YTD | -6.4% | +33.3% | -39.7% | -22.2% |
| 1Y | -3.1% | +28.2% | -31.4% | -17.7% |
| 3Y | +96.7% | +54.9% | +41.9% | +44.2% |
| 5Y | +21.3% | +28.3% | -7.1% | -4.2% |
| 10Y | +237.7% | +134.1% | +103.7% | +70.6% |
| All | +1,094.1% | +15,953.3% | -14,859.2% | +127.5% |
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 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