+66.4%
IWM vs PSA
+27.0%
+39.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +0.1% | -3.7% | +3.8% | +1.5% |
| 30D | -1.3% | -7.7% | +6.5% | +1.8% |
| 3M | +1.6% | -0.6% | +2.2% | +1.3% |
| 6M | +13.6% | -0.9% | +14.5% | +13.0% |
| YTD | +20.8% | +18.7% | +2.1% | +11.3% |
| 1Y | +26.4% | +7.6% | +18.8% | +21.1% |
| All | +66.4% | +27.0% | +39.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling