+2,037.8%
PSA vs IAG
+303.8%
+1,734.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.4% | -7.7% | +6.2% | -0.9% |
| 30D | +15.2% | +1.6% | +13.6% | +14.9% |
| 3M | +2.2% | -2.4% | +4.6% | +2.1% |
| 6M | +11.7% | -7.8% | +19.5% | +11.5% |
| YTD | +32.0% | +5.0% | +27.0% | +30.0% |
| 1Y | +26.3% | +25.7% | +0.6% | +22.7% |
| 3Y | +52.4% | +694.5% | -642.1% | +27.5% |
| 5Y | +26.3% | +421.7% | -395.4% | +6.0% |
| 10Y | +132.3% | +382.5% | -250.1% | +86.5% |
| All | +2,037.8% | +303.8% | +1,734.0% | +1,441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling