+99.2%
PSA vs BBWI
-57.7%
+156.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -3.6% | -8.0% | +4.4% | -2.8% |
| 30D | -9.4% | -6.6% | -2.8% | -8.9% |
| 3M | -8.2% | -2.7% | -5.5% | -8.3% |
| 6M | -1.8% | -12.8% | +10.9% | -1.2% |
| YTD | +15.7% | -10.5% | +26.2% | +16.0% |
| 1Y | +6.3% | -35.3% | +41.6% | +9.4% |
| 3Y | +21.6% | -47.7% | +69.3% | +25.4% |
| 5Y | +13.5% | -68.9% | +82.3% | +20.2% |
| All | +99.2% | -57.7% | +156.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling