+1,428.5%
IBKR vs PSA
+548.6%
+879.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.6% |
| 30D | -0.2% | -8.4% | +8.1% | +3.2% |
| 3M | +3.0% | -7.8% | +10.8% | +5.8% |
| 6M | +33.9% | +0.8% | +33.1% | +32.4% |
| YTD | +42.5% | +16.5% | +26.0% | +32.9% |
| 1Y | +44.9% | +4.7% | +40.2% | +40.6% |
| 3Y | +293.0% | +21.1% | +272.0% | +248.6% |
| 5Y | +497.7% | +14.2% | +483.5% | +429.9% |
| 10Y | +1,004.4% | +102.6% | +901.8% | +623.8% |
| All | +1,428.5% | +548.6% | +879.9% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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