+4,108.5%
PSA vs IBN
+1,753.3%
+2,355.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.1% | +5.7% | -7.8% | -3.2% |
| 30D | +15.6% | +20.5% | -4.9% | +11.2% |
| 3M | +4.1% | +15.2% | -11.2% | +1.0% |
| 6M | +9.2% | +34.5% | -25.3% | +2.6% |
| YTD | +32.3% | +16.4% | +15.9% | +27.9% |
| 1Y | +26.2% | +13.5% | +12.6% | +22.5% |
| 3Y | +53.7% | +55.4% | -1.8% | +38.9% |
| 5Y | +26.6% | +73.1% | -46.5% | +11.0% |
| 10Y | +132.8% | +383.7% | -250.9% | +54.4% |
| All | +4,108.5% | +1,753.3% | +2,355.2% | +1,977.5% |
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