+5.8%
PSA vs BUD
+33.8%
-28.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | -9.6% | -6.1% | -3.4% | -7.4% |
| 3M | -7.9% | -3.8% | -4.2% | -6.9% |
| 6M | -2.0% | +8.2% | -10.2% | -6.5% |
| YTD | +15.7% | +23.6% | -7.8% | +2.7% |
| 1Y | +5.8% | +33.4% | -27.7% | -7.7% |
| All | +5.8% | +33.8% | -28.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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