+39.8%
IJR vs PSA
+13.7%
+26.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.2% | -1.8% | -0.3% | -1.4% |
| 30D | -4.6% | -8.4% | +3.8% | -1.2% |
| 3M | +0.2% | -7.8% | +8.1% | +3.3% |
| 6M | +14.7% | +0.8% | +13.9% | +13.6% |
| YTD | +18.9% | +16.5% | +2.4% | +10.6% |
| 1Y | +19.9% | +4.7% | +15.2% | +16.5% |
| 3Y | +53.0% | +21.1% | +32.0% | +36.9% |
| All | +39.8% | +13.7% | +26.1% | +28.4% |
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