+129.9%
PSA vs IVZ
+43.7%
+86.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | -1.4% | +7.6% | -9.1% | -2.8% |
| 30D | +15.2% | +4.3% | +10.8% | +14.0% |
| 3M | +2.2% | -9.3% | +11.6% | +3.8% |
| 6M | +11.7% | +5.2% | +6.4% | +9.8% |
| YTD | +32.0% | +13.4% | +18.6% | +27.5% |
| 1Y | +26.3% | +25.4% | +0.9% | +19.5% |
| 3Y | +52.4% | +152.5% | -100.1% | +23.6% |
| 5Y | +26.3% | +36.7% | -10.4% | +11.8% |
| All | +129.9% | +43.7% | +86.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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