+143.3%
IBM vs PSA
+30.6%
+112.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| YTD | -15.2% | +34.2% | -49.4% | -22.1% |
| 1Y | -17.6% | +26.6% | -44.2% | -23.1% |
| 3Y | +82.1% | +54.7% | +27.3% | +59.2% |
| 5Y | +143.3% | +30.0% | +113.3% | +121.7% |
| All | +143.3% | +30.6% | +112.8% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling