-12.4%
IP vs PSA
+30.3%
-42.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -5.1% | +3.9% | -9.0% | -6.7% |
| 30D | +8.5% | +19.7% | -11.2% | +0.2% |
| 3M | -13.8% | +4.3% | -18.1% | -15.5% |
| 6M | +5.7% | +11.4% | -5.6% | +0.8% |
| YTD | -9.1% | +33.9% | -43.1% | -19.7% |
| 1Y | -0.8% | +28.3% | -29.1% | -10.9% |
| 3Y | +14.8% | +53.5% | -38.7% | -4.5% |
| All | -12.4% | +30.3% | -42.7% | -24.7% |
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