+14,023.4%
PSA vs BN
+15,251.3%
-1,227.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.7% | -2.5% | -1.2% | -2.9% |
| 30D | -7.7% | -9.5% | +1.8% | -4.7% |
| 3M | -0.6% | -10.4% | +9.8% | +2.9% |
| 6M | -0.9% | -6.4% | +5.4% | +0.9% |
| YTD | +18.7% | -11.9% | +30.5% | +22.8% |
| 1Y | +7.6% | -8.6% | +16.3% | +9.7% |
| 3Y | +23.7% | +77.6% | -53.9% | -0.9% |
| 5Y | +13.7% | +37.0% | -23.4% | -3.2% |
| 10Y | +98.9% | +266.4% | -167.5% | +17.2% |
| All | +14,023.4% | +15,251.3% | -1,227.9% | +4,881.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling