+29.3%
PSA vs BWA
+17.4%
+12.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.0% |
| 7D | +10.5% | -9.9% | +20.4% | +11.3% |
| 30D | +21.7% | -16.4% | +38.1% | +23.2% |
| 3M | +6.1% | -19.8% | +25.9% | +7.6% |
| 6M | +18.3% | -10.0% | +28.3% | +17.6% |
| YTD | +36.1% | +12.7% | +23.3% | +25.5% |
| 1Y | +29.3% | +15.7% | +13.7% | +18.2% |
| All | +29.3% | +17.4% | +12.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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