+367.9%
INSM vs PSA
+13.7%
+354.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.5% |
| 7D | +2.5% | -1.8% | +4.3% | +3.0% |
| 30D | -2.2% | -8.4% | +6.2% | +0.5% |
| 3M | +33.8% | -7.8% | +41.6% | +36.8% |
| 6M | -7.2% | +0.8% | -8.0% | -8.3% |
| YTD | -25.6% | +16.5% | -42.1% | -30.4% |
| 1Y | -11.2% | +4.7% | -15.9% | -13.8% |
| 3Y | +388.3% | +21.1% | +367.3% | +335.8% |
| All | +367.9% | +13.7% | +354.1% | +346.0% |
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 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