+14,023.4%
PSA vs BBWI
+1,034.6%
+12,988.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.7% |
| 7D | -3.7% | +1.5% | -5.2% | -3.9% |
| 30D | -7.7% | -5.2% | -2.5% | -7.1% |
| 3M | -0.6% | +11.1% | -11.7% | -3.1% |
| 6M | -0.9% | -13.4% | +12.5% | +0.2% |
| YTD | +18.7% | +0.1% | +18.6% | +16.6% |
| 1Y | +7.6% | -36.1% | +43.8% | +13.2% |
| 3Y | +23.7% | -44.1% | +67.8% | +28.5% |
| 5Y | +13.7% | -66.2% | +79.9% | +24.3% |
| 10Y | +98.9% | -54.8% | +153.6% | +78.2% |
| All | +14,023.4% | +1,034.6% | +12,988.8% | +6,593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling