+356.7%
IP vs PSA
+14,185.8%
-13,829.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | +11.2% | -0.6% | +11.8% | +11.4% |
| 6M | -10.2% | -0.9% | -9.3% | -10.0% |
| YTD | -2.0% | +18.7% | -20.6% | -8.9% |
| 1Y | -19.1% | +7.6% | -26.7% | -21.5% |
| 3Y | +20.9% | +23.7% | -2.8% | +9.1% |
| 5Y | -17.8% | +13.7% | -31.5% | -24.8% |
| 10Y | +23.5% | +98.9% | -75.3% | -13.2% |
| All | +356.7% | +14,185.8% | -13,829.1% | +43.9% |
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