+13.6%
PSA vs BBWI
-66.8%
+80.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | -8.2% | -6.2% | -1.9% | -7.6% |
| 3M | -2.1% | +4.3% | -6.5% | -3.2% |
| 6M | -0.2% | -7.2% | +7.0% | -0.2% |
| YTD | +18.5% | -3.0% | +21.5% | +17.6% |
| 1Y | +6.6% | -30.8% | +37.3% | +9.8% |
| 3Y | +24.5% | -43.4% | +67.8% | +27.8% |
| 5Y | +13.6% | -66.7% | +80.3% | +22.4% |
| All | +13.6% | -66.8% | +80.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling