+10.6%
IOT vs PSA
+28.0%
-17.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +4.0% |
| 7D | -0.5% | +10.5% | -11.0% | -1.0% |
| 30D | +1.0% | +21.7% | -20.7% | 0.0% |
| 3M | +10.9% | +6.1% | +4.8% | +10.4% |
| 6M | +39.9% | +18.3% | +21.6% | +41.2% |
| YTD | +20.8% | +36.1% | -15.3% | +19.8% |
| 1Y | +10.6% | +29.3% | -18.8% | +10.6% |
| All | +10.6% | +28.0% | -17.5% | +10.6% |
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