+100.5%
PSA vs BTI
+73.8%
+26.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -8.4% | -1.1% | -7.3% | -8.1% |
| 3M | -7.8% | -8.8% | +0.9% | -5.7% |
| 6M | +0.8% | -4.0% | +4.7% | +1.5% |
| YTD | +16.5% | +0.4% | +16.1% | +15.7% |
| 1Y | +4.7% | +1.9% | +2.8% | +3.5% |
| 3Y | +21.1% | +108.5% | -87.5% | -2.7% |
| 5Y | +14.2% | +118.5% | -104.3% | -9.6% |
| All | +100.5% | +73.8% | +26.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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