+91.7%
BKNG vs PSA
+13.0%
+78.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -3.6% | -7.0% | -9.8% |
| 30D | -18.1% | -9.4% | -8.7% | -15.9% |
| 3M | +8.5% | -8.2% | +16.7% | +11.1% |
| 6M | -0.1% | -1.8% | +1.8% | +0.5% |
| YTD | -18.2% | +15.7% | -34.0% | -21.3% |
| 1Y | -19.9% | +6.3% | -26.1% | -21.2% |
| 3Y | +41.6% | +21.6% | +20.0% | +31.6% |
| All | +91.7% | +13.0% | +78.7% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling