+8,453.0%
PSA vs BWA
+3,492.4%
+4,960.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.9% |
| 7D | -3.7% | +5.7% | -9.3% | -5.0% |
| 30D | -7.7% | +1.4% | -9.1% | -8.3% |
| 3M | -0.6% | -12.1% | +11.5% | +2.0% |
| 6M | -0.9% | +28.6% | -29.5% | -8.2% |
| YTD | +18.7% | +51.1% | -32.4% | +4.4% |
| 1Y | +7.6% | +55.9% | -48.2% | -6.3% |
| 3Y | +23.7% | +70.1% | -46.5% | +2.7% |
| 5Y | +13.7% | +90.7% | -77.0% | -11.0% |
| 10Y | +98.9% | +154.0% | -55.1% | +29.4% |
| All | +8,453.0% | +3,492.4% | +4,960.6% | +3,172.0% |
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