+463.0%
PSA vs BAH
+886.2%
-423.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.9% |
| 7D | -3.7% | -3.2% | -0.4% | -3.0% |
| 30D | -7.7% | +2.0% | -9.7% | -8.2% |
| 3M | -0.6% | -7.6% | +7.0% | +0.6% |
| 6M | -0.9% | -5.7% | +4.8% | -0.5% |
| YTD | +18.7% | -11.7% | +30.4% | +20.0% |
| 1Y | +7.6% | -27.4% | +35.0% | +13.2% |
| 3Y | +23.7% | -32.5% | +56.2% | +28.4% |
| 5Y | +13.7% | -3.3% | +17.0% | +7.2% |
| 10Y | +98.9% | +186.0% | -87.1% | +49.2% |
| All | +463.0% | +886.2% | -423.2% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling