+61.0%
BMY vs PSA
+101.3%
-40.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.4% | -3.6% | -2.7% | -5.4% |
| 30D | +0.2% | -9.4% | +9.6% | +2.9% |
| 3M | +16.0% | -8.2% | +24.1% | +18.5% |
| 6M | +8.3% | -1.8% | +10.2% | +8.6% |
| YTD | +22.2% | +15.7% | +6.4% | +17.2% |
| 1Y | +41.7% | +6.3% | +35.4% | +38.8% |
| 3Y | +20.7% | +21.6% | -0.9% | +13.8% |
| 5Y | +23.9% | +13.5% | +10.5% | +17.2% |
| All | +61.0% | +101.3% | -40.3% | +29.1% |
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 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