-18.7%
IBM vs PSA
+27.0%
-45.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.1% |
| 3M | +4.2% | +4.2% | 0.0% | +3.2% |
| 6M | +7.9% | +10.1% | -2.2% | +6.8% |
| YTD | -15.2% | +33.3% | -48.5% | -21.5% |
| 1Y | -18.7% | +28.2% | -47.0% | -23.8% |
| All | -18.7% | +27.0% | -45.7% | -23.8% |
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