+738.6%
IVV vs PSA
+4,018.3%
-3,279.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.7% | +3.9% | -6.6% | -4.1% |
| 30D | -5.4% | +19.7% | -25.0% | -11.6% |
| 3M | -4.1% | +4.3% | -8.3% | -5.8% |
| 6M | +0.7% | +11.4% | -10.6% | -3.8% |
| YTD | +8.7% | +33.9% | -25.2% | -3.5% |
| 1Y | +11.0% | +28.3% | -17.3% | 0.0% |
| 3Y | +75.4% | +53.5% | +21.9% | +44.8% |
| 5Y | +68.3% | +30.6% | +37.7% | +45.7% |
| 10Y | +315.5% | +145.8% | +169.8% | +173.7% |
| All | +738.6% | +4,018.3% | -3,279.6% | +107.5% |
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