+9,436.9%
PSA vs BWA
+2,612.1%
+6,824.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.1% | +7.3% | -9.4% | -3.9% |
| 30D | +15.6% | -15.8% | +31.4% | +20.4% |
| 3M | +4.1% | -25.7% | +29.8% | +11.6% |
| 6M | +9.2% | -19.6% | +28.8% | +13.9% |
| YTD | +32.3% | +14.1% | +18.2% | +24.5% |
| 1Y | +26.2% | +12.2% | +14.0% | +19.1% |
| 3Y | +53.7% | +63.8% | -10.2% | +28.7% |
| 5Y | +26.6% | +28.7% | -2.2% | +9.6% |
| 10Y | +132.8% | +95.8% | +37.1% | +61.4% |
| All | +9,436.9% | +2,612.1% | +6,824.8% | +3,802.4% |
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