+15,613.1%
PSA vs BBWI
+1,144.0%
+14,469.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | +15.2% | +12.9% | +2.3% | +12.6% |
| 3M | +2.2% | +16.0% | -13.8% | -1.1% |
| 6M | +11.7% | +16.6% | -5.0% | +7.2% |
| YTD | +32.0% | +9.7% | +22.3% | +27.1% |
| 1Y | +26.3% | +1.5% | +24.8% | +22.0% |
| 3Y | +52.4% | -21.4% | +73.7% | +48.6% |
| 5Y | +26.3% | -67.6% | +93.8% | +39.0% |
| 10Y | +132.3% | -46.8% | +179.1% | +100.9% |
| All | +15,613.1% | +1,144.0% | +14,469.1% | +7,196.8% |
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