+911.5%
BE vs PSA
+90.3%
+821.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.9% |
| 7D | +20.0% | -3.7% | +23.6% | +22.1% |
| 30D | +7.9% | -7.7% | +15.7% | +12.0% |
| 3M | -13.2% | -0.6% | -12.6% | -15.0% |
| 6M | +53.5% | -0.9% | +54.4% | +50.7% |
| YTD | +191.0% | +18.7% | +172.4% | +158.5% |
| 1Y | +360.5% | +7.6% | +352.9% | +328.7% |
| 3Y | +1,568.0% | +23.7% | +1,544.4% | +1,333.4% |
| 5Y | +1,055.2% | +13.7% | +1,041.5% | +942.9% |
| All | +911.5% | +90.3% | +821.2% | +625.4% |
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