+81.0%
BSX vs PSA
+102.6%
-21.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -10.1% | -1.8% | -8.3% | -9.5% |
| 30D | -16.4% | -8.4% | -8.0% | -14.0% |
| 3M | -8.9% | -7.8% | -1.0% | -6.4% |
| 6M | -38.3% | +0.8% | -39.1% | -38.6% |
| YTD | -54.9% | +16.5% | -71.4% | -57.6% |
| 1Y | -58.8% | +4.7% | -63.5% | -59.8% |
| 3Y | -21.2% | +21.1% | -42.3% | -28.8% |
| 5Y | -3.3% | +14.2% | -17.5% | -12.3% |
| All | +81.0% | +102.6% | -21.6% | +25.9% |
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