+2,911.7%
PSA vs IBB
+560.8%
+2,350.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.7% | +1.4% | -5.1% | -4.2% |
| 30D | -7.7% | +10.5% | -18.2% | -11.6% |
| 3M | -0.6% | +23.6% | -24.2% | -9.2% |
| 6M | -0.9% | +22.6% | -23.5% | -9.3% |
| YTD | +18.7% | +25.7% | -7.0% | +7.3% |
| 1Y | +7.6% | +51.4% | -43.7% | -9.9% |
| 3Y | +23.7% | +64.4% | -40.7% | -0.6% |
| 5Y | +13.7% | +22.1% | -8.5% | +1.6% |
| 10Y | +98.9% | +132.5% | -33.6% | +28.5% |
| All | +2,911.7% | +560.8% | +2,350.9% | +869.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling