+99.2%
PSA vs IAG
+423.2%
-324.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -3.6% | -4.1% | +0.4% | -3.4% |
| 30D | -9.4% | +10.6% | -20.0% | -10.0% |
| 3M | -8.2% | +35.4% | -43.6% | -10.2% |
| 6M | -1.8% | -9.5% | +7.7% | -1.8% |
| YTD | +15.7% | +21.8% | -6.1% | +13.3% |
| 1Y | +6.3% | +84.1% | -77.9% | +1.1% |
| 3Y | +21.6% | +817.4% | -795.8% | +2.4% |
| 5Y | +13.5% | +830.1% | -816.6% | -6.5% |
| All | +99.2% | +423.2% | -324.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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