+132.7%
PSA vs IWD
+212.1%
-79.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -1.1% |
| 7D | +1.5% | +1.3% | +0.2% | +0.6% |
| 30D | +16.7% | +3.6% | +13.1% | +13.9% |
| 3M | +4.0% | +2.3% | +1.7% | +2.5% |
| 6M | +10.9% | +13.0% | -2.2% | +2.2% |
| YTD | +34.2% | +26.2% | +8.0% | +15.4% |
| 1Y | +26.6% | +30.5% | -3.8% | +6.6% |
| 3Y | +54.7% | +86.2% | -31.5% | +4.1% |
| 5Y | +30.0% | +72.9% | -42.8% | -8.6% |
| 10Y | +132.7% | +205.0% | -72.4% | +19.6% |
| All | +132.7% | +212.1% | -79.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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