+875.9%
BAX vs PSA
+14,185.8%
-13,309.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -1.1% | -3.7% | +2.5% | -0.3% |
| 30D | -5.5% | -7.7% | +2.3% | -3.7% |
| 3M | +33.5% | -0.6% | +34.1% | +33.8% |
| 6M | +35.9% | -0.9% | +36.8% | +36.3% |
| YTD | +35.4% | +18.7% | +16.7% | +30.5% |
| 1Y | +9.8% | +7.6% | +2.1% | +8.3% |
| 3Y | -32.7% | +23.7% | -56.4% | -35.4% |
| 5Y | -65.6% | +13.7% | -79.2% | -66.7% |
| 10Y | -34.9% | +98.9% | -133.8% | -44.2% |
| All | +875.9% | +14,185.8% | -13,309.8% | +442.5% |
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