+319.9%
IP vs PSA
+16,171.7%
-15,851.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -5.0% | +7.4% | -12.4% | -7.8% |
| 30D | +6.5% | +19.1% | -12.6% | -1.1% |
| 3M | -18.0% | +5.1% | -23.1% | -19.7% |
| 6M | +10.3% | +16.2% | -5.9% | +3.6% |
| YTD | -9.9% | +35.2% | -45.0% | -20.7% |
| 1Y | -1.1% | +27.1% | -28.2% | -10.6% |
| 3Y | +13.0% | +51.7% | -38.7% | -6.3% |
| 5Y | -12.3% | +31.8% | -44.1% | -24.4% |
| 10Y | +26.8% | +148.0% | -121.1% | -18.7% |
| All | +319.9% | +16,171.7% | -15,851.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling