+129.9%
PSA vs BN
+290.8%
-160.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | -1.4% | -1.0% | -0.5% | -1.2% |
| 30D | +15.2% | +14.0% | +1.2% | +10.3% |
| 3M | +2.2% | -9.0% | +11.2% | +5.2% |
| 6M | +11.7% | -8.8% | +20.5% | +14.6% |
| YTD | +32.0% | -10.3% | +42.3% | +35.6% |
| 1Y | +26.3% | -5.8% | +32.1% | +27.6% |
| 3Y | +52.4% | +94.8% | -42.4% | +17.9% |
| 5Y | +26.3% | +31.5% | -5.2% | +8.3% |
| All | +129.9% | +290.8% | -160.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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