+897.8%
BAX vs PSA
+16,059.4%
-15,161.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +9.0% | +1.5% | +7.6% | +8.7% |
| 30D | +8.5% | +16.7% | -8.2% | +4.7% |
| 3M | -4.1% | +4.0% | -8.1% | -5.1% |
| 6M | +46.9% | +10.9% | +36.1% | +43.5% |
| YTD | +38.4% | +34.2% | +4.2% | +29.6% |
| 1Y | +47.0% | +26.6% | +20.4% | +39.5% |
| 3Y | -14.9% | +54.7% | -69.7% | -22.2% |
| 5Y | -62.5% | +30.0% | -92.5% | -64.8% |
| 10Y | -33.9% | +132.7% | -166.6% | -45.2% |
| All | +897.8% | +16,059.4% | -15,161.5% | +438.7% |
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