+950.6%
BSX vs PSA
+13,855.2%
-12,904.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -6.4% | -0.4% | -6.0% | -6.4% |
| 30D | -8.8% | -8.2% | -0.6% | -6.4% |
| 3M | -7.6% | -2.1% | -5.5% | -7.0% |
| 6M | -37.0% | -0.2% | -36.8% | -37.1% |
| YTD | -52.8% | +18.5% | -71.3% | -55.6% |
| 1Y | -58.4% | +6.6% | -65.0% | -59.6% |
| 3Y | -16.5% | +24.5% | -41.0% | -23.9% |
| 5Y | -1.2% | +13.6% | -14.8% | -8.5% |
| 10Y | +83.7% | +102.0% | -18.2% | +39.7% |
| All | +950.6% | +13,855.2% | -12,904.6% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling