+2,516.8%
IBM vs PSA
+15,953.3%
-13,436.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | +7.7% | +15.9% | -8.2% | +3.7% |
| 3M | +3.5% | +4.2% | -0.7% | +2.3% |
| 6M | +7.2% | +10.1% | -2.9% | +4.4% |
| YTD | -15.8% | +33.3% | -49.1% | -22.1% |
| 1Y | -19.3% | +28.2% | -47.5% | -24.6% |
| 3Y | +78.0% | +54.9% | +23.1% | +57.1% |
| 5Y | +143.0% | +28.3% | +114.7% | +122.2% |
| 10Y | +139.9% | +134.1% | +5.9% | +85.4% |
| All | +2,516.8% | +15,953.3% | -13,436.5% | +906.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling