+12,790.5%
BLK vs PSA
+3,220.5%
+9,569.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.8% |
| 7D | -2.7% | -2.2% | -0.4% | -1.4% |
| 30D | -4.8% | -9.6% | +4.8% | +0.8% |
| 3M | +6.5% | -7.9% | +14.4% | +11.2% |
| 6M | +13.1% | -2.0% | +15.1% | +13.6% |
| YTD | +1.8% | +15.7% | -13.9% | -7.3% |
| 1Y | -1.0% | +5.8% | -6.7% | -5.3% |
| 3Y | +66.0% | +21.6% | +44.4% | +43.2% |
| 5Y | +31.2% | +13.1% | +18.1% | +15.3% |
| 10Y | +278.5% | +101.3% | +177.3% | +125.1% |
| All | +12,790.5% | +3,220.5% | +9,569.9% | +2,179.3% |
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 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