+17.9%
PSA vs BTDR
+19.6%
-1.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.6% |
| 7D | -1.8% | -3.4% | +1.6% | -1.8% |
| 30D | -8.4% | +32.6% | -41.0% | -9.0% |
| 3M | -7.8% | -32.2% | +24.4% | -7.2% |
| 6M | +0.8% | +52.4% | -51.6% | -1.1% |
| YTD | +16.5% | +6.7% | +9.8% | +15.1% |
| 1Y | +4.7% | -15.2% | +19.9% | +3.6% |
| 3Y | +21.1% | +14.9% | +6.2% | +13.6% |
| 5Y | +14.2% | +20.8% | -6.6% | +7.6% |
| All | +17.9% | +19.6% | -1.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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