+833.7%
INSM vs PSA
+102.6%
+731.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.4% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | -2.2% | -8.4% | +6.2% | +0.9% |
| 3M | +33.8% | -7.8% | +41.6% | +37.2% |
| 6M | -7.2% | +0.8% | -8.0% | -8.2% |
| YTD | -25.6% | +16.5% | -42.1% | -30.6% |
| 1Y | -11.2% | +4.7% | -15.9% | -13.9% |
| 3Y | +388.3% | +21.1% | +367.3% | +337.3% |
| 5Y | +376.6% | +14.2% | +362.5% | +334.2% |
| All | +833.7% | +102.6% | +731.1% | +544.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling