+967.7%
BX vs PSA
+660.4%
+307.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -4.4% | -3.7% | -0.7% | -2.2% |
| 30D | +0.1% | -7.7% | +7.8% | +5.0% |
| 3M | +16.0% | -0.6% | +16.6% | +16.2% |
| 6M | +21.6% | -0.9% | +22.5% | +21.6% |
| YTD | -8.9% | +18.7% | -27.6% | -18.4% |
| 1Y | -16.6% | +7.6% | -24.3% | -21.1% |
| 3Y | +43.3% | +23.7% | +19.7% | +23.2% |
| 5Y | +25.7% | +13.7% | +12.0% | +12.7% |
| 10Y | +689.5% | +98.9% | +590.6% | +382.7% |
| All | +967.7% | +660.4% | +307.3% | +153.6% |
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 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