+15.9%
IP vs PSA
+133.1%
-117.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -0.9% | -2.1% | +1.2% | +0.1% |
| 30D | +6.7% | +15.6% | -8.9% | +0.1% |
| 3M | -16.6% | +4.1% | -20.6% | -18.0% |
| 6M | +6.0% | +9.2% | -3.2% | +1.9% |
| YTD | -10.7% | +32.3% | -43.0% | -21.0% |
| 1Y | -6.7% | +26.2% | -32.8% | -15.7% |
| 3Y | +17.1% | +53.7% | -36.5% | -3.8% |
| 5Y | -14.6% | +26.6% | -41.1% | -25.7% |
| All | +15.9% | +133.1% | -117.2% | -24.4% |
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