+26.6%
PSA vs BAH
+5.3%
+21.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.1% | -2.6% | +0.5% | -1.8% |
| 30D | +15.6% | +20.4% | -4.8% | +13.0% |
| 3M | +4.1% | +11.9% | -7.8% | +2.5% |
| 6M | +9.2% | +17.1% | -7.9% | +6.1% |
| YTD | +32.3% | +5.5% | +26.8% | +28.2% |
| All | +26.6% | +5.3% | +21.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling