-18.7%
IBM vs PSA
+27.1%
-45.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | -2.1% | +0.3% | -1.3% |
| 30D | +10.1% | +16.2% | -6.1% | +6.8% |
| 3M | +4.8% | +4.3% | +0.5% | +3.8% |
| 6M | +12.6% | +9.9% | +2.7% | +11.5% |
| YTD | -13.9% | +33.3% | -47.2% | -20.1% |
| 1Y | -18.7% | +25.8% | -44.5% | -23.2% |
| All | -18.7% | +27.1% | -45.8% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling