+2,316.3%
ICE vs PSA
+798.9%
+1,517.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -0.7% | -3.7% | +3.0% | +1.6% |
| 30D | +7.6% | -7.7% | +15.4% | +13.0% |
| 3M | +13.9% | -0.6% | +14.5% | +14.0% |
| 6M | -2.4% | -0.9% | -1.4% | -2.8% |
| YTD | +0.3% | +18.7% | -18.4% | -11.0% |
| 1Y | -6.4% | +7.6% | -14.1% | -12.1% |
| 3Y | +43.1% | +23.7% | +19.4% | +19.4% |
| 5Y | +42.1% | +13.7% | +28.4% | +21.1% |
| 10Y | +220.9% | +98.9% | +122.1% | +76.5% |
| All | +2,316.3% | +798.9% | +1,517.3% | +297.5% |
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