+5.8%
PSA vs BAH
-26.7%
+32.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | -9.6% | -6.6% | -2.9% | -8.8% |
| 3M | -7.9% | -7.2% | -0.8% | -7.7% |
| 6M | -2.0% | -10.0% | +8.0% | -1.7% |
| YTD | +15.7% | -12.5% | +28.2% | +15.6% |
| 1Y | +5.8% | -27.9% | +33.7% | +8.9% |
| All | +5.8% | -26.7% | +32.5% | +8.9% |
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