+21.2%
IP vs PSA
+54.3%
-33.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.6% |
| 7D | -0.3% | -1.4% | +1.2% | +0.5% |
| 30D | +7.9% | +15.2% | -7.2% | +0.2% |
| 3M | -15.3% | +2.2% | -17.5% | -16.4% |
| 6M | +10.5% | +11.7% | -1.2% | +4.2% |
| YTD | -9.4% | +32.0% | -41.4% | -21.2% |
| 1Y | -4.6% | +26.3% | -30.9% | -15.4% |
| 3Y | +21.2% | +52.4% | -31.1% | -9.5% |
| All | +21.2% | +54.3% | -33.1% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling