+13.8%
IP vs PSA
+52.1%
-38.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | -5.0% | +7.4% | -12.4% | -8.4% |
| 30D | +6.5% | +19.1% | -12.6% | -2.8% |
| 3M | -18.0% | +5.1% | -23.1% | -20.2% |
| 6M | +10.3% | +16.2% | -5.9% | +2.0% |
| YTD | -9.9% | +35.2% | -45.0% | -22.6% |
| 1Y | -1.1% | +27.1% | -28.2% | -12.7% |
| All | +13.8% | +52.1% | -38.3% | -15.1% |
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