+795.1%
BKNG vs PSA
+3,257.7%
-2,462.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -3.6% | -7.0% | -9.4% |
| 30D | -18.1% | -9.4% | -8.7% | -15.0% |
| 3M | +8.5% | -8.2% | +16.7% | +12.1% |
| 6M | -0.1% | -1.8% | +1.8% | +0.5% |
| YTD | -18.2% | +15.7% | -34.0% | -23.0% |
| 1Y | -19.9% | +6.3% | -26.1% | -22.3% |
| 3Y | +41.6% | +21.6% | +20.0% | +27.9% |
| 5Y | +93.1% | +13.5% | +79.7% | +75.5% |
| 10Y | +214.8% | +101.3% | +113.5% | +118.7% |
| All | +795.1% | +3,257.7% | -2,462.6% | +237.9% |
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