+130.4%
PSA vs IBB
+127.7%
+2.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | 0.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.7% |
| 30D | +15.6% | +6.7% | +8.9% | +12.9% |
| 3M | +4.1% | +6.3% | -2.3% | +1.5% |
| 6M | +9.2% | +23.9% | -14.7% | +0.7% |
| YTD | +32.3% | +26.6% | +5.7% | +21.0% |
| 1Y | +26.2% | +29.6% | -3.5% | +14.4% |
| 3Y | +53.7% | +86.1% | -32.4% | +22.5% |
| 5Y | +26.6% | +40.3% | -13.8% | +8.2% |
| All | +130.4% | +127.7% | +2.7% | +71.8% |
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