+2,583.6%
ICE vs PSA
+900.1%
+1,683.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.6% | -1.4% | +5.1% | +4.5% |
| 30D | +15.1% | +15.2% | -0.1% | +5.7% |
| 3M | +15.4% | +2.2% | +13.2% | +13.7% |
| 6M | +16.1% | +11.7% | +4.5% | +8.1% |
| YTD | +11.4% | +32.0% | -20.7% | -7.4% |
| 1Y | +18.5% | +26.3% | -7.8% | +1.1% |
| 3Y | +70.5% | +52.4% | +18.2% | +25.3% |
| 5Y | +40.9% | +26.3% | +14.7% | +12.9% |
| 10Y | +260.6% | +132.3% | +128.2% | +80.5% |
| All | +2,583.6% | +900.1% | +1,683.5% | +313.5% |
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 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