+100.5%
PSA vs BDX
+59.3%
+41.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.8% | -3.2% | +1.3% | -0.9% |
| 30D | -8.4% | -2.5% | -5.8% | -7.7% |
| 3M | -7.8% | +21.4% | -29.3% | -13.3% |
| 6M | +0.8% | +10.4% | -9.6% | -2.5% |
| YTD | +16.5% | +18.8% | -2.3% | +10.0% |
| 1Y | +4.7% | +21.7% | -17.0% | -1.9% |
| 3Y | +21.1% | -10.0% | +31.0% | +22.3% |
| 5Y | +14.2% | -1.8% | +16.0% | +11.8% |
| All | +100.5% | +59.3% | +41.2% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling