+29.3%
PSA vs BDX
+54.0%
-24.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +0.7% |
| 7D | +10.5% | +7.2% | +3.4% | +7.7% |
| 30D | +21.7% | +15.8% | +5.9% | +15.3% |
| 3M | +6.1% | +23.7% | -17.6% | -2.3% |
| 6M | +18.3% | +44.8% | -26.5% | +2.3% |
| YTD | +36.1% | +39.8% | -3.7% | +17.5% |
| 1Y | +29.3% | +52.3% | -23.0% | +9.1% |
| All | +29.3% | +54.0% | -24.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling