+1,093.8%
BAC vs PSA
+15,943.7%
-14,849.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -2.1% | +0.2% | -0.7% |
| 30D | -7.2% | +16.2% | -23.4% | -15.1% |
| 3M | -20.4% | +4.3% | -24.8% | -22.6% |
| 6M | +1.3% | +9.9% | -8.6% | -4.9% |
| YTD | -6.4% | +33.3% | -39.7% | -22.2% |
| 1Y | -3.5% | +25.8% | -29.3% | -17.1% |
| 3Y | +96.7% | +54.8% | +41.9% | +44.2% |
| 5Y | +20.6% | +27.5% | -6.9% | -4.4% |
| 10Y | +233.0% | +134.5% | +98.5% | +68.0% |
| All | +1,093.8% | +15,943.7% | -14,849.9% | +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