+24.3%
BMY vs PSA
+13.7%
+10.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.8% | -1.8% | -2.9% | -4.3% |
| 30D | -0.1% | -8.4% | +8.3% | +2.3% |
| 3M | +13.1% | -7.8% | +20.9% | +15.6% |
| 6M | +8.4% | +0.8% | +7.6% | +7.9% |
| YTD | +22.0% | +16.5% | +5.5% | +16.7% |
| 1Y | +40.3% | +4.7% | +35.6% | +37.9% |
| 3Y | +20.5% | +21.1% | -0.5% | +14.1% |
| All | +24.3% | +13.7% | +10.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling