+12.6%
PSA vs IRE
-97.8%
+110.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.5% | +12.8% | -0.8% |
| 7D | -2.1% | +11.1% | -13.2% | -1.9% |
| 30D | +15.6% | -75.2% | +90.7% | +14.7% |
| 3M | +4.1% | -86.4% | +90.4% | +3.1% |
| 6M | +9.2% | -94.8% | +104.0% | +9.3% |
| YTD | +32.3% | -93.3% | +125.6% | +31.4% |
| 1Y | +26.2% | -97.5% | +123.6% | +25.3% |
| All | +12.6% | -97.8% | +110.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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