+101.3%
PSA vs IBB
+122.2%
-21.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -2.2% | -3.9% | +1.7% | -0.9% |
| 30D | -9.6% | +2.7% | -12.3% | -10.5% |
| 3M | -7.9% | +21.4% | -29.3% | -14.0% |
| 6M | -2.0% | +20.1% | -22.1% | -8.2% |
| YTD | +15.7% | +21.9% | -6.1% | +7.7% |
| 1Y | +5.8% | +44.1% | -38.4% | -7.0% |
| 3Y | +21.6% | +63.4% | -41.8% | +2.0% |
| 5Y | +13.1% | +19.8% | -6.6% | +1.5% |
| 10Y | +101.3% | +127.0% | -25.8% | +53.8% |
| All | +101.3% | +122.2% | -21.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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