+268.5%
PSA vs INDA
+115.1%
+153.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | +0.7% | -4.4% | -3.9% |
| 30D | -7.7% | -0.8% | -6.9% | -7.5% |
| 3M | -0.6% | +3.9% | -4.5% | -1.8% |
| 6M | -0.9% | -0.7% | -0.2% | -0.8% |
| YTD | +18.7% | -7.7% | +26.3% | +21.3% |
| 1Y | +7.6% | -5.1% | +12.7% | +9.1% |
| 3Y | +23.7% | +13.6% | +10.0% | +18.3% |
| 5Y | +13.7% | +7.8% | +5.9% | +9.9% |
| 10Y | +98.9% | +84.6% | +14.2% | +58.3% |
| All | +268.5% | +115.1% | +153.3% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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