+25.1%
BX vs PSA
+21.5%
+3.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -2.4% |
| 7D | -5.7% | -2.2% | -3.4% | -4.4% |
| 30D | -8.9% | -9.6% | +0.7% | -3.6% |
| 3M | +8.4% | -7.9% | +16.3% | +13.3% |
| 6M | +18.9% | -2.0% | +20.9% | +19.8% |
| YTD | -13.6% | +15.7% | -29.4% | -21.1% |
| 1Y | -22.4% | +5.8% | -28.2% | -25.5% |
| All | +25.1% | +21.5% | +3.6% | +1.6% |
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 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