+29.3%
PSA vs BRO
-3.6%
+32.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.6% | +1.6% |
| 7D | +10.5% | +12.4% | -1.9% | +7.3% |
| 30D | +21.7% | +21.6% | +0.1% | +15.9% |
| 3M | +6.1% | +4.3% | +1.7% | +4.7% |
| 6M | +18.3% | +29.2% | -10.9% | +12.5% |
| YTD | +36.1% | -6.4% | +42.4% | +39.2% |
| 1Y | +29.3% | -5.3% | +34.6% | +31.7% |
| All | +29.3% | -3.6% | +32.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling