-13.6%
BKNG vs PSA
+28.0%
-41.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +8.7% |
| 7D | +15.6% | +10.5% | +5.0% | +11.7% |
| 30D | +8.0% | +21.7% | -13.7% | +1.1% |
| 3M | -11.8% | +6.1% | -17.8% | -14.0% |
| 6M | +3.8% | +18.3% | -14.6% | -0.3% |
| YTD | -19.6% | +36.1% | -55.7% | -23.8% |
| 1Y | -13.6% | +29.3% | -42.9% | -16.6% |
| All | -13.6% | +28.0% | -41.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling