+134.1%
PSA vs IWD
+203.8%
-69.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | +1.6% | -0.8% | -0.3% |
| 30D | +15.9% | +3.6% | +12.3% | +13.2% |
| 3M | +4.2% | +2.0% | +2.1% | +2.8% |
| 6M | +10.1% | +13.1% | -2.9% | +1.6% |
| YTD | +33.3% | +26.2% | +7.1% | +14.6% |
| 1Y | +28.2% | +29.6% | -1.3% | +8.4% |
| 3Y | +54.9% | +84.3% | -29.5% | +4.8% |
| 5Y | +28.3% | +73.4% | -45.1% | -9.9% |
| 10Y | +134.1% | +202.4% | -68.4% | +18.8% |
| All | +134.1% | +203.8% | -69.7% | +18.8% |
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