+5.4%
IYR vs PSA
+26.3%
-20.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.5% |
| 30D | +6.6% | +15.2% | -8.6% | -2.3% |
| 3M | -1.8% | +2.2% | -4.0% | -3.3% |
| 6M | +1.4% | +11.7% | -10.2% | -5.5% |
| YTD | +10.5% | +32.0% | -21.5% | -7.9% |
| 1Y | +10.6% | +26.3% | -15.6% | -5.3% |
| 3Y | +41.8% | +52.4% | -10.5% | +5.6% |
| All | +5.4% | +26.3% | -20.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling