+60.1%
BMY vs PSA
+132.6%
-72.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.1% | -1.4% | +3.5% | +2.5% |
| 30D | +7.0% | +15.2% | -8.2% | +2.9% |
| 3M | -0.9% | +2.2% | -3.1% | -1.5% |
| 6M | +14.9% | +11.7% | +3.3% | +11.3% |
| YTD | +22.8% | +32.0% | -9.2% | +13.4% |
| 1Y | +36.2% | +26.3% | +10.0% | +27.3% |
| 3Y | +45.7% | +52.4% | -6.7% | +29.2% |
| 5Y | +31.3% | +26.3% | +5.0% | +20.3% |
| All | +60.1% | +132.6% | -72.5% | +23.0% |
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