+129.9%
PSA vs IRM
+520.0%
-390.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -1.4% | +6.8% | -8.2% | -3.9% |
| 30D | +15.2% | +2.6% | +12.6% | +13.4% |
| 3M | +2.2% | -9.5% | +11.7% | +5.3% |
| 6M | +11.7% | -8.5% | +20.1% | +13.9% |
| YTD | +32.0% | +40.3% | -8.3% | +12.6% |
| 1Y | +26.3% | +28.7% | -2.4% | +11.3% |
| 3Y | +52.4% | +111.8% | -59.5% | +5.9% |
| 5Y | +26.3% | +189.1% | -162.8% | -23.9% |
| All | +129.9% | +520.0% | -390.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling