+101.3%
PSA vs BAH
+186.6%
-85.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -9.6% | -6.6% | -2.9% | -8.3% |
| 3M | -7.9% | -7.2% | -0.8% | -6.8% |
| 6M | -2.0% | -10.0% | +8.0% | -0.6% |
| YTD | +15.7% | -12.5% | +28.2% | +17.3% |
| 1Y | +5.8% | -27.9% | +33.7% | +11.7% |
| 3Y | +21.6% | -31.4% | +53.0% | +24.9% |
| 5Y | +13.1% | -3.2% | +16.4% | +3.9% |
| 10Y | +101.3% | +191.5% | -90.2% | +42.5% |
| All | +101.3% | +186.6% | -85.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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