+27.5%
PSA vs BB
-11.2%
+38.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | -2.1% | +7.3% | -9.4% | -2.6% |
| 30D | +16.2% | +11.2% | +5.0% | +15.0% |
| 3M | +4.3% | +4.7% | -0.3% | +3.5% |
| 6M | +9.9% | +51.1% | -41.2% | +4.0% |
| YTD | +33.3% | +148.0% | -114.8% | +19.7% |
| 1Y | +25.8% | +106.1% | -80.3% | +14.9% |
| 3Y | +54.8% | +158.2% | -103.5% | +33.0% |
| 5Y | +27.5% | -10.8% | +38.3% | +18.1% |
| All | +27.5% | -11.2% | +38.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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