+15,761.4%
PSA vs BN
+15,947.2%
-185.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -2.1% | -2.4% | +0.4% | -1.3% |
| 30D | +16.2% | +13.5% | +2.7% | +11.4% |
| 3M | +4.3% | -5.9% | +10.3% | +6.3% |
| 6M | +9.9% | -8.9% | +18.8% | +12.9% |
| YTD | +33.3% | -7.9% | +41.1% | +35.8% |
| 1Y | +25.8% | -8.3% | +34.1% | +28.2% |
| 3Y | +54.8% | +100.8% | -46.0% | +19.3% |
| 5Y | +27.5% | +38.2% | -10.7% | +8.4% |
| 10Y | +134.5% | +302.3% | -167.8% | +33.9% |
| All | +15,761.4% | +15,947.2% | -185.8% | +5,407.1% |
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