+13,676.9%
PSA vs BDX
+5,237.1%
+8,439.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -2.2% | -3.6% | +1.3% | -1.5% |
| 30D | -9.6% | +0.7% | -10.2% | -9.7% |
| 3M | -7.9% | +19.0% | -26.9% | -11.5% |
| 6M | -2.0% | +10.8% | -12.8% | -4.4% |
| YTD | +15.7% | +20.1% | -4.4% | +10.8% |
| 1Y | +5.8% | +23.1% | -17.3% | +0.6% |
| 3Y | +21.6% | -8.8% | +30.4% | +22.3% |
| 5Y | +13.1% | -1.4% | +14.6% | +11.6% |
| 10Y | +101.3% | +60.5% | +40.8% | +76.3% |
| All | +13,676.9% | +5,237.1% | +8,439.8% | +7,909.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling