+52.7%
PSA vs IBN
+56.7%
-4.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.1% | +5.7% | -7.8% | -3.3% |
| 30D | +15.6% | +20.5% | -4.9% | +10.8% |
| 3M | +4.1% | +15.2% | -11.2% | +0.6% |
| 6M | +9.2% | +34.5% | -25.3% | +1.9% |
| YTD | +32.3% | +16.4% | +15.9% | +26.6% |
| 1Y | +26.2% | +13.5% | +12.6% | +21.2% |
| All | +52.7% | +56.7% | -4.0% | +35.0% |
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 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