+635.8%
BX vs PSA
+132.6%
+503.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | -1.4% | +2.0% | +1.4% |
| 30D | +14.2% | +15.2% | -0.9% | +5.7% |
| 3M | -18.7% | +2.2% | -21.0% | -19.7% |
| 6M | +2.5% | +11.7% | -9.2% | -3.7% |
| YTD | -18.8% | +32.0% | -50.8% | -30.8% |
| 1Y | -10.3% | +26.3% | -36.6% | -21.8% |
| 3Y | +35.4% | +52.4% | -17.0% | +4.5% |
| 5Y | +0.3% | +26.3% | -26.0% | -14.4% |
| All | +635.8% | +132.6% | +503.2% | +378.6% |
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