-2.8%
BSX vs PSA
+13.7%
-16.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -10.1% | -1.8% | -8.3% | -9.7% |
| 30D | -16.4% | -8.4% | -8.0% | -14.6% |
| 3M | -8.9% | -7.8% | -1.0% | -7.0% |
| 6M | -38.3% | +0.8% | -39.1% | -38.4% |
| YTD | -54.9% | +16.5% | -71.4% | -56.9% |
| 1Y | -58.8% | +4.7% | -63.5% | -59.4% |
| 3Y | -21.2% | +21.1% | -42.3% | -26.9% |
| All | -2.8% | +13.7% | -16.5% | -7.1% |
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