+56.5%
IOT vs PSA
+1.8%
+54.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.4% |
| 7D | +5.1% | -2.2% | +7.3% | +6.4% |
| 30D | -3.0% | -9.6% | +6.5% | +2.7% |
| 3M | +15.0% | -7.9% | +22.9% | +20.6% |
| 6M | +13.1% | -2.0% | +15.1% | +13.0% |
| YTD | +9.0% | +15.7% | -6.7% | -2.6% |
| 1Y | +0.1% | +5.8% | -5.6% | -5.7% |
| 3Y | +26.4% | +21.6% | +4.9% | +2.4% |
| All | +56.5% | +1.8% | +54.7% | +38.9% |
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