+938.5%
IGV vs PSA
+2,811.2%
-1,872.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.3% | -1.4% | +3.8% | +2.9% |
| 30D | -6.0% | +15.2% | -21.2% | -11.0% |
| 3M | -4.8% | +2.2% | -7.0% | -5.8% |
| 6M | +14.2% | +11.7% | +2.6% | +8.8% |
| YTD | -4.2% | +32.0% | -36.3% | -15.0% |
| 1Y | -5.3% | +26.3% | -31.5% | -14.5% |
| 3Y | +38.8% | +52.4% | -13.6% | +14.1% |
| 5Y | +14.2% | +26.3% | -12.1% | 0.0% |
| 10Y | +357.6% | +132.3% | +225.2% | +207.1% |
| All | +938.5% | +2,811.2% | -1,872.7% | +199.0% |
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