+20.3%
PSA vs IAG
+817.0%
-796.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.5% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -9.6% | +11.4% | -21.0% | -10.2% |
| 3M | -7.9% | +33.0% | -40.9% | -9.9% |
| 6M | -2.0% | -6.0% | +4.0% | -2.2% |
| YTD | +15.7% | +24.6% | -8.8% | +13.3% |
| 1Y | +5.8% | +105.0% | -99.2% | 0.0% |
| All | +20.3% | +817.0% | -796.7% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling