-2.5%
BND vs PSA
+13.0%
-15.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.9% | -3.6% | +2.7% | -0.6% |
| 30D | -1.0% | -9.4% | +8.4% | -0.2% |
| 3M | -1.2% | -8.2% | +7.0% | -0.6% |
| 6M | -2.0% | -1.8% | -0.2% | -2.0% |
| YTD | -1.2% | +15.7% | -16.9% | -2.6% |
| 1Y | -0.5% | +6.3% | -6.7% | -1.2% |
| 3Y | +12.4% | +21.6% | -9.1% | +9.9% |
| 5Y | -2.5% | +13.5% | -15.9% | -4.4% |
| All | -2.5% | +13.0% | -15.5% | -4.4% |
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