+39.9%
ICE vs PSA
+10.8%
+29.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -0.9% | -2.2% | +1.4% | 0.0% |
| 30D | +4.0% | -9.6% | +13.5% | +7.8% |
| 3M | +11.0% | -7.9% | +18.9% | +14.2% |
| 6M | -5.0% | -2.0% | -3.0% | -4.7% |
| YTD | -2.7% | +15.7% | -18.4% | -8.7% |
| 1Y | -8.6% | +5.8% | -14.4% | -11.3% |
| 3Y | +41.4% | +21.6% | +19.8% | +27.3% |
| 5Y | +39.9% | +13.1% | +26.7% | +32.6% |
| All | +39.9% | +10.8% | +29.0% | +32.6% |
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