+26.6%
PSA vs IAG
+18.4%
+8.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.4% |
| 7D | -2.1% | -2.1% | 0.0% | -2.0% |
| 30D | +15.6% | -6.2% | +21.8% | +15.8% |
| 3M | +4.1% | -5.1% | +9.2% | +4.1% |
| 6M | +9.2% | -10.0% | +19.2% | +10.1% |
| YTD | +32.3% | +3.9% | +28.4% | +32.7% |
| All | +26.6% | +18.4% | +8.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling