+1,376.8%
BAC vs PSA
+14,185.8%
-12,808.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.6% |
| 7D | +1.1% | -3.7% | +4.8% | +3.3% |
| 30D | -0.4% | -7.7% | +7.3% | +4.3% |
| 3M | +16.9% | -0.6% | +17.5% | +16.8% |
| 6M | +26.6% | -0.9% | +27.5% | +26.1% |
| YTD | +15.8% | +18.7% | -2.9% | +3.2% |
| 1Y | +27.2% | +7.6% | +19.5% | +19.4% |
| 3Y | +132.4% | +23.7% | +108.8% | +94.8% |
| 5Y | +72.6% | +13.7% | +58.9% | +46.0% |
| 10Y | +389.7% | +98.9% | +290.9% | +171.6% |
| All | +1,376.8% | +14,185.8% | -12,808.9% | +201.9% |
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