+13.6%
PSA vs BAH
-2.8%
+16.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.4% | -4.3% | +3.9% | +0.3% |
| 30D | -8.2% | -4.5% | -3.7% | -7.6% |
| 3M | -2.1% | -7.6% | +5.5% | -1.3% |
| 6M | -0.2% | -10.6% | +10.4% | +0.9% |
| YTD | +18.5% | -12.6% | +31.1% | +19.6% |
| 1Y | +6.6% | -27.0% | +33.6% | +10.6% |
| 3Y | +24.5% | -31.5% | +55.9% | +25.3% |
| 5Y | +13.6% | -3.8% | +17.4% | +5.8% |
| All | +13.6% | -2.8% | +16.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling