+147.3%
IBM vs PSA
+132.6%
+14.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +9.2% | +15.2% | -6.0% | +4.5% |
| 3M | +4.9% | +2.2% | +2.7% | +4.1% |
| 6M | +16.8% | +11.7% | +5.1% | +12.7% |
| YTD | -14.3% | +32.0% | -46.3% | -21.8% |
| 1Y | -16.7% | +26.3% | -43.0% | -23.0% |
| 3Y | +82.2% | +52.4% | +29.9% | +56.5% |
| 5Y | +149.9% | +26.3% | +123.7% | +123.9% |
| All | +147.3% | +132.6% | +14.7% | +73.5% |
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