+770.9%
IWM vs PSA
+4,055.0%
-3,284.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.3% | -2.1% | +1.7% | +0.6% |
| 30D | +1.9% | +16.2% | -14.4% | -5.1% |
| 3M | -5.7% | +4.3% | -10.0% | -7.8% |
| 6M | -0.3% | +9.9% | -10.2% | -5.2% |
| YTD | +15.8% | +33.3% | -17.5% | +0.2% |
| 1Y | +17.1% | +25.8% | -8.7% | +4.0% |
| 3Y | +73.1% | +54.8% | +18.3% | +37.1% |
| 5Y | +25.9% | +27.5% | -1.7% | +7.4% |
| 10Y | +151.9% | +134.5% | +17.4% | +53.5% |
| All | +770.9% | +4,055.0% | -3,284.1% | +67.2% |
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