+14.0%
PSA vs IRE
-97.2%
+111.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.5% | -0.5% |
| 7D | +3.9% | -27.2% | +31.1% | +3.8% |
| 30D | +19.7% | -75.1% | +94.8% | +18.9% |
| 3M | +4.3% | -77.9% | +82.1% | +3.6% |
| 6M | +11.4% | -94.6% | +105.9% | +11.9% |
| YTD | +33.9% | -91.5% | +125.5% | +33.3% |
| 1Y | +28.3% | -97.8% | +126.1% | +27.8% |
| All | +14.0% | -97.2% | +111.2% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling