+13.1%
PSA vs BWA
+89.5%
-76.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | -9.6% | -5.6% | -4.0% | -8.9% |
| 3M | -7.9% | -10.7% | +2.8% | -6.5% |
| 6M | -2.0% | +23.2% | -25.2% | -5.9% |
| YTD | +15.7% | +46.0% | -30.2% | +7.0% |
| 1Y | +5.8% | +51.2% | -45.4% | -3.0% |
| 3Y | +21.6% | +69.6% | -48.0% | +7.0% |
| 5Y | +13.1% | +86.6% | -73.5% | -3.9% |
| All | +13.1% | +89.5% | -76.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling