+26.8%
IP vs PSA
+140.2%
-113.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.0% | +1.5% | -4.5% | -3.7% |
| 30D | +10.6% | +16.7% | -6.0% | +3.3% |
| 3M | -13.6% | +4.0% | -17.6% | -15.1% |
| 6M | +10.4% | +10.9% | -0.4% | +5.4% |
| YTD | -6.5% | +34.2% | -40.7% | -17.8% |
| 1Y | -2.1% | +26.6% | -28.8% | -11.8% |
| 3Y | +22.0% | +54.7% | -32.7% | -0.2% |
| 5Y | -9.7% | +30.0% | -39.8% | -22.5% |
| 10Y | +26.8% | +132.7% | -105.8% | -17.8% |
| All | +26.8% | +140.2% | -113.4% | -17.8% |
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