+209.9%
BKNG vs PSA
+101.3%
+108.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -3.6% | -7.0% | -9.7% |
| 30D | -18.1% | -9.4% | -8.7% | -15.8% |
| 3M | +8.5% | -8.2% | +16.7% | +11.3% |
| 6M | -0.1% | -1.8% | +1.8% | +0.4% |
| YTD | -18.2% | +15.7% | -34.0% | -21.7% |
| 1Y | -19.9% | +6.3% | -26.1% | -21.5% |
| 3Y | +41.6% | +21.6% | +20.0% | +31.1% |
| 5Y | +93.1% | +13.5% | +79.7% | +79.9% |
| All | +209.9% | +101.3% | +108.6% | +133.3% |
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