+13,676.9%
PSA vs IFF
+833.5%
+12,843.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -2.2% | -3.0% | +0.8% | -1.3% |
| 30D | -9.6% | -0.9% | -8.6% | -9.3% |
| 3M | -7.9% | +11.8% | -19.7% | -11.5% |
| 6M | -2.0% | +16.5% | -18.5% | -7.7% |
| YTD | +15.7% | +26.5% | -10.8% | +6.0% |
| 1Y | +5.8% | +32.7% | -26.9% | -4.9% |
| 3Y | +21.6% | +32.0% | -10.4% | +7.9% |
| 5Y | +13.1% | -36.1% | +49.2% | +22.4% |
| 10Y | +101.3% | -20.1% | +121.3% | +89.0% |
| All | +13,676.9% | +833.5% | +12,843.4% | +6,596.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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