+24.5%
PSA vs BAH
-32.1%
+56.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.4% | -4.3% | +3.9% | +0.1% |
| 30D | -8.2% | -4.5% | -3.7% | -7.7% |
| 3M | -2.1% | -7.6% | +5.5% | -1.6% |
| 6M | -0.2% | -10.6% | +10.4% | +0.5% |
| YTD | +18.5% | -12.6% | +31.1% | +19.2% |
| 1Y | +6.6% | -27.0% | +33.6% | +9.4% |
| 3Y | +24.5% | -31.5% | +55.9% | +21.3% |
| All | +24.5% | -32.1% | +56.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling