+141.6%
IBM vs PSA
+131.0%
+10.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +8.4% | +15.9% | -7.5% | +3.6% |
| 3M | +4.2% | +4.2% | 0.0% | +2.7% |
| 6M | +7.9% | +10.1% | -2.2% | +4.6% |
| YTD | -15.2% | +33.3% | -48.5% | -22.9% |
| 1Y | -18.7% | +28.2% | -47.0% | -25.2% |
| 3Y | +79.2% | +54.9% | +24.3% | +53.1% |
| 5Y | +144.7% | +28.3% | +116.4% | +118.1% |
| 10Y | +141.6% | +134.1% | +7.5% | +69.3% |
| All | +141.6% | +131.0% | +10.5% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling