+65.9%
BLK vs PSA
+22.3%
+43.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -3.3% | -1.8% | -1.5% | -2.6% |
| 30D | -6.5% | -8.4% | +1.8% | -3.1% |
| 3M | +6.7% | -7.8% | +14.6% | +10.1% |
| 6M | +14.7% | +0.8% | +13.9% | +13.6% |
| YTD | +2.5% | +16.5% | -14.0% | -4.7% |
| 1Y | -2.8% | +4.7% | -7.5% | -5.5% |
| 3Y | +65.9% | +21.1% | +44.8% | +41.1% |
| All | +65.9% | +22.3% | +43.6% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling