-39.8%
INSM vs PSA
+28.0%
-67.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.5% | +4.7% |
| 7D | +13.4% | +10.5% | +2.9% | +11.0% |
| 30D | +5.9% | +21.7% | -15.8% | +2.1% |
| 3M | +11.4% | +6.1% | +5.3% | +9.7% |
| 6M | -21.4% | +18.3% | -39.8% | -25.5% |
| YTD | -36.8% | +36.1% | -72.8% | -44.0% |
| 1Y | -39.8% | +29.3% | -69.1% | -45.4% |
| All | -39.8% | +28.0% | -67.9% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling