+82.1%
IBM vs PSA
+52.1%
+30.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | +1.5% | -4.0% | -2.9% |
| 30D | +8.4% | +16.7% | -8.3% | +4.0% |
| 3M | +4.5% | +4.0% | +0.4% | +3.3% |
| 6M | +7.9% | +10.9% | -3.0% | +5.1% |
| YTD | -15.2% | +34.2% | -49.4% | -22.1% |
| 1Y | -17.6% | +26.6% | -44.2% | -23.0% |
| 3Y | +82.1% | +54.7% | +27.3% | +62.7% |
| All | +82.1% | +52.1% | +30.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling