+4,708.1%
PSA vs IRM
+9,964.6%
-5,256.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.7% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -7.7% | -8.1% | +0.3% | -5.5% |
| 3M | -0.6% | -9.7% | +9.1% | +2.0% |
| 6M | -0.9% | +10.0% | -10.9% | -4.5% |
| YTD | +18.7% | +43.0% | -24.3% | +5.4% |
| 1Y | +7.6% | +32.7% | -25.0% | -2.7% |
| 3Y | +23.7% | +102.7% | -79.1% | -2.9% |
| 5Y | +13.7% | +187.6% | -173.9% | -20.3% |
| 10Y | +98.9% | +420.1% | -321.3% | +13.8% |
| All | +4,708.1% | +9,964.6% | -5,256.5% | +1,672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling