+130.4%
PSA vs BN
+297.2%
-166.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +15.6% | +13.6% | +2.0% | +10.8% |
| 3M | +4.1% | -6.7% | +10.7% | +6.2% |
| 6M | +9.2% | -9.0% | +18.2% | +12.1% |
| YTD | +32.3% | -8.8% | +41.1% | +35.2% |
| 1Y | +26.2% | -10.6% | +36.8% | +29.5% |
| 3Y | +53.7% | +98.8% | -45.1% | +18.1% |
| 5Y | +26.6% | +33.6% | -7.1% | +7.9% |
| All | +130.4% | +297.2% | -166.8% | +42.9% |
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