+100.5%
PSA vs IBN
+324.2%
-223.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.4% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | -8.4% | -1.5% | -6.9% | -8.2% |
| 3M | -7.8% | +7.9% | -15.8% | -9.0% |
| 6M | +0.8% | +8.6% | -7.8% | -0.6% |
| YTD | +16.5% | -0.6% | +17.0% | +16.3% |
| 1Y | +4.7% | -7.3% | +12.0% | +5.6% |
| 3Y | +21.1% | +26.2% | -5.2% | +16.1% |
| 5Y | +14.2% | +57.8% | -43.6% | +5.7% |
| All | +100.5% | +324.2% | -223.7% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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