+9,415.7%
PSA vs BWA
+2,606.8%
+6,808.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.4% | +4.3% | -5.7% | -2.5% |
| 30D | +15.2% | -13.0% | +28.2% | +19.0% |
| 3M | +2.2% | -24.8% | +27.0% | +9.3% |
| 6M | +11.7% | -23.5% | +35.2% | +18.0% |
| YTD | +32.0% | +13.8% | +18.2% | +24.3% |
| 1Y | +26.3% | +13.4% | +12.8% | +18.9% |
| 3Y | +52.4% | +62.8% | -10.4% | +27.8% |
| 5Y | +26.3% | +28.5% | -2.2% | +9.4% |
| 10Y | +132.3% | +95.4% | +37.0% | +61.2% |
| All | +9,415.7% | +2,606.8% | +6,808.9% | +3,795.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling