+24.5%
PSA vs BUD
+48.7%
-24.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -8.2% | -4.8% | -3.3% | -6.4% |
| 3M | -2.1% | +1.4% | -3.5% | -3.0% |
| 6M | -0.2% | +9.9% | -10.1% | -4.5% |
| YTD | +18.5% | +26.3% | -7.9% | +6.9% |
| 1Y | +6.6% | +36.1% | -29.6% | -6.7% |
| 3Y | +24.5% | +48.6% | -24.1% | +5.7% |
| All | +24.5% | +48.7% | -24.2% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling