-21.9%
INSM vs PSA
+3,488.7%
-3,510.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +3.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -4.4% | -9.6% | +5.1% | -1.8% |
| 3M | +30.0% | -7.9% | +38.0% | +32.6% |
| 6M | -10.0% | -2.0% | -8.0% | -10.0% |
| YTD | -26.0% | +15.7% | -41.7% | -29.4% |
| 1Y | -12.5% | +5.8% | -18.3% | -14.6% |
| 3Y | +390.5% | +21.6% | +368.9% | +355.6% |
| 5Y | +357.7% | +13.1% | +344.6% | +332.2% |
| 10Y | +877.2% | +101.3% | +776.0% | +680.9% |
| All | -21.9% | +3,488.7% | -3,510.6% | -54.8% |
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 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