+135.7%
BP vs PSA
+133.3%
+2.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | -3.1% | +16.2% | -19.4% | -6.4% |
| 3M | +6.2% | +4.3% | +1.8% | +5.0% |
| 6M | +4.8% | +9.9% | -5.1% | +2.2% |
| YTD | +35.2% | +33.3% | +1.9% | +25.0% |
| 1Y | +27.4% | +25.8% | +1.6% | +19.6% |
| 3Y | +49.8% | +54.8% | -5.0% | +31.1% |
| 5Y | +109.4% | +27.5% | +81.9% | +90.2% |
| 10Y | +135.7% | +134.5% | +1.2% | +79.3% |
| All | +135.7% | +133.3% | +2.4% | +79.3% |
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 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