+246.5%
BBY vs PSA
+102.6%
+144.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +2.8% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | +9.4% | -8.4% | +17.8% | +13.7% |
| 3M | +19.3% | -7.8% | +27.2% | +23.6% |
| 6M | +47.9% | +0.8% | +47.1% | +46.9% |
| YTD | +39.6% | +16.5% | +23.1% | +29.8% |
| 1Y | +22.2% | +4.7% | +17.5% | +19.0% |
| 3Y | +45.0% | +21.1% | +23.9% | +31.5% |
| 5Y | +2.6% | +14.2% | -11.6% | -6.2% |
| All | +246.5% | +102.6% | +144.0% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling