-21.0%
BSX vs PSA
+21.5%
-42.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.2% | -3.6% | -4.6% | -7.6% |
| 30D | -15.8% | -9.4% | -6.4% | -14.4% |
| 3M | -10.8% | -8.2% | -2.6% | -9.5% |
| 6M | -38.4% | -1.8% | -36.6% | -38.1% |
| YTD | -54.8% | +15.7% | -70.5% | -56.0% |
| 1Y | -59.0% | +6.3% | -65.3% | -59.4% |
| All | -21.0% | +21.5% | -42.5% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling