+39.1%
IGV vs PSA
+54.7%
-15.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | +2.5% | -2.1% | +4.6% | +2.7% |
| 30D | -8.6% | +15.6% | -24.2% | -10.2% |
| 3M | -1.6% | +4.1% | -5.7% | -2.1% |
| 6M | +13.4% | +9.2% | +4.3% | +12.1% |
| YTD | -4.0% | +32.3% | -36.3% | -8.8% |
| 1Y | -7.6% | +26.2% | -33.8% | -11.5% |
| All | +39.1% | +54.7% | -15.5% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling