+134.0%
BP vs PSA
+101.3%
+32.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | -3.6% | +9.4% | +6.6% |
| 30D | +8.1% | -9.4% | +17.5% | +10.4% |
| 3M | +8.6% | -8.2% | +16.8% | +10.4% |
| 6M | +18.1% | -1.8% | +20.0% | +17.8% |
| YTD | +37.6% | +15.7% | +21.9% | +31.4% |
| 1Y | +39.4% | +6.3% | +33.1% | +35.9% |
| 3Y | +40.1% | +21.6% | +18.5% | +30.1% |
| 5Y | +141.3% | +13.5% | +127.9% | +124.6% |
| All | +134.0% | +101.3% | +32.8% | +83.6% |
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