+3,674.4%
PSA vs IBN
+1,532.9%
+2,141.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -7.7% | -0.3% | -7.4% | -7.7% |
| 3M | -0.6% | +17.1% | -17.7% | -3.9% |
| 6M | -0.9% | +3.4% | -4.3% | -1.7% |
| YTD | +18.7% | +2.5% | +16.1% | +17.8% |
| 1Y | +7.6% | -4.2% | +11.8% | +8.2% |
| 3Y | +23.7% | +32.4% | -8.7% | +15.5% |
| 5Y | +13.7% | +59.2% | -45.5% | +1.3% |
| 10Y | +98.9% | +345.7% | -246.8% | +33.6% |
| All | +3,674.4% | +1,532.9% | +2,141.5% | +1,813.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling