+661.1%
BX vs PSA
+102.6%
+558.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.1% |
| 7D | -5.6% | -1.8% | -3.8% | -4.6% |
| 30D | -12.2% | -8.4% | -3.9% | -7.9% |
| 3M | +7.4% | -7.8% | +15.2% | +12.1% |
| 6M | +22.2% | +0.8% | +21.4% | +21.1% |
| YTD | -14.0% | +16.5% | -30.5% | -21.4% |
| 1Y | -27.3% | +4.7% | -32.0% | -29.7% |
| 3Y | +24.5% | +21.1% | +3.5% | +9.5% |
| 5Y | +18.9% | +14.2% | +4.7% | +7.7% |
| All | +661.1% | +102.6% | +558.5% | +439.0% |
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 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