+66.9%
IYR vs PSA
+102.6%
-35.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.4% |
| 7D | -1.4% | -1.8% | +0.5% | -0.2% |
| 30D | -2.7% | -8.4% | +5.7% | +2.8% |
| 3M | -2.1% | -7.8% | +5.7% | +2.8% |
| 6M | +3.6% | +0.8% | +2.8% | +2.4% |
| YTD | +8.1% | +16.5% | -8.4% | -3.0% |
| 1Y | +4.7% | +4.7% | 0.0% | +0.4% |
| 3Y | +29.1% | +21.1% | +8.1% | +10.9% |
| 5Y | +6.9% | +14.2% | -7.3% | -6.3% |
| All | +66.9% | +102.6% | -35.6% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling