+857.6%
PSA vs BUD
+218.9%
+638.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +1.5% | +1.3% | +0.1% | +1.1% |
| 30D | +16.7% | +10.0% | +6.6% | +13.4% |
| 3M | +4.0% | +1.6% | +2.4% | +3.4% |
| 6M | +10.9% | +6.5% | +4.3% | +8.5% |
| YTD | +34.2% | +34.8% | -0.6% | +22.5% |
| 1Y | +26.6% | +36.5% | -9.8% | +15.1% |
| 3Y | +54.7% | +49.0% | +5.8% | +36.3% |
| 5Y | +30.0% | +51.7% | -21.7% | +12.3% |
| 10Y | +132.7% | -7.5% | +140.2% | +121.8% |
| All | +857.6% | +218.9% | +638.8% | +388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling