+210.5%
ICE vs PSA
+101.3%
+109.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.3% | -3.6% | -1.7% | -4.0% |
| 30D | +3.0% | -9.4% | +12.4% | +7.0% |
| 3M | +11.4% | -8.2% | +19.6% | +15.0% |
| 6M | -2.0% | -1.8% | -0.2% | -1.9% |
| YTD | -3.1% | +15.7% | -18.9% | -9.3% |
| 1Y | -8.4% | +6.3% | -14.7% | -11.4% |
| 3Y | +40.7% | +21.6% | +19.2% | +26.8% |
| 5Y | +40.0% | +13.5% | +26.5% | +28.0% |
| All | +210.5% | +101.3% | +109.2% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling