+144.5%
IBM vs PSA
+98.4%
+46.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.1% |
| 7D | +3.6% | -2.2% | +5.8% | +4.2% |
| 30D | +1.5% | -9.6% | +11.1% | +4.6% |
| 3M | -12.9% | -7.9% | -5.0% | -10.7% |
| 6M | -3.9% | -2.0% | -1.9% | -3.7% |
| YTD | -17.3% | +15.7% | -33.1% | -21.4% |
| 1Y | -5.0% | +5.8% | -10.8% | -7.3% |
| 3Y | +78.2% | +21.6% | +56.6% | +64.3% |
| 5Y | +120.6% | +13.1% | +107.5% | +104.3% |
| 10Y | +144.5% | +101.3% | +43.2% | +81.4% |
| All | +144.5% | +98.4% | +46.1% | +81.4% |
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