+99.2%
PSA vs IRM
+430.1%
-330.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | -3.6% | -1.8% | -1.8% | -3.0% |
| 30D | -9.4% | -7.8% | -1.6% | -6.7% |
| 3M | -8.2% | -7.9% | -0.3% | -5.9% |
| 6M | -1.8% | +6.3% | -8.2% | -5.4% |
| YTD | +15.7% | +38.2% | -22.4% | -0.1% |
| 1Y | +6.3% | +19.8% | -13.5% | -3.5% |
| 3Y | +21.6% | +98.8% | -77.2% | -13.0% |
| 5Y | +13.5% | +191.8% | -178.3% | -32.0% |
| All | +99.2% | +430.1% | -330.9% | -12.5% |
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