+700.6%
IYR vs PSA
+3,313.5%
-2,613.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.2% |
| 7D | -1.2% | -3.7% | +2.4% | +1.6% |
| 30D | -2.9% | -7.7% | +4.9% | +3.2% |
| 3M | +0.8% | -0.6% | +1.4% | +0.9% |
| 6M | +1.9% | -0.9% | +2.8% | +1.6% |
| YTD | +9.6% | +18.7% | -9.0% | -5.1% |
| 1Y | +8.1% | +7.6% | +0.4% | +0.4% |
| 3Y | +29.2% | +23.7% | +5.5% | +5.7% |
| 5Y | +4.3% | +13.7% | -9.4% | -11.4% |
| 10Y | +64.7% | +98.9% | -34.2% | -13.9% |
| All | +700.6% | +3,313.5% | -2,613.0% | -25.3% |
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 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