+23.1%
PSA vs IBN
+28.0%
-4.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | -8.2% | -2.3% | -5.9% | -7.7% |
| 3M | -2.1% | +15.9% | -18.0% | -5.6% |
| 6M | -0.2% | +5.6% | -5.8% | -1.9% |
| YTD | +18.5% | -0.1% | +18.6% | +17.5% |
| 1Y | +6.6% | -6.5% | +13.1% | +6.9% |
| All | +23.1% | +28.0% | -4.9% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling