+52.4%
PSA vs BBWI
-24.0%
+76.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | +15.2% | +12.9% | +2.3% | +13.4% |
| 3M | +2.2% | +16.0% | -13.8% | 0.0% |
| 6M | +11.7% | +16.6% | -5.0% | +8.6% |
| YTD | +32.0% | +9.7% | +22.3% | +28.7% |
| 1Y | +26.3% | +1.5% | +24.8% | +23.8% |
| 3Y | +52.4% | -21.4% | +73.7% | +44.0% |
| All | +52.4% | -24.0% | +76.3% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling