+13.1%
PSA vs IAG
+804.8%
-791.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.5% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -9.6% | +11.4% | -21.0% | -10.4% |
| 3M | -7.9% | +33.0% | -40.9% | -10.3% |
| 6M | -2.0% | -6.0% | +4.0% | -2.2% |
| YTD | +15.7% | +24.6% | -8.8% | +12.5% |
| 1Y | +5.8% | +105.0% | -99.2% | -1.7% |
| 3Y | +21.6% | +837.9% | -816.3% | -4.5% |
| 5Y | +13.1% | +817.0% | -803.8% | -13.3% |
| All | +13.1% | +804.8% | -791.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling