-16.1%
IP vs PSA
+13.6%
-29.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | -5.3% | -3.7% | -1.6% | -3.7% |
| 30D | -10.9% | -7.7% | -3.1% | -7.7% |
| 3M | +11.2% | -0.6% | +11.8% | +11.4% |
| 6M | -10.2% | -0.9% | -9.3% | -10.1% |
| YTD | -2.0% | +18.7% | -20.6% | -8.6% |
| 1Y | -19.1% | +7.6% | -26.7% | -21.5% |
| 3Y | +20.9% | +23.7% | -2.8% | +9.7% |
| All | -16.1% | +13.6% | -29.7% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling