+4,029.8%
PSA vs IWD
+728.9%
+3,300.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +3.9% | -0.5% | +4.4% | +4.3% |
| 30D | +19.7% | +2.7% | +17.0% | +16.8% |
| 3M | +4.3% | +0.9% | +3.4% | +3.4% |
| 6M | +11.4% | +10.5% | +0.8% | +1.7% |
| YTD | +33.9% | +23.7% | +10.2% | +10.7% |
| 1Y | +28.3% | +28.7% | -0.5% | +2.2% |
| 3Y | +53.5% | +79.7% | -26.2% | -9.9% |
| 5Y | +30.6% | +69.7% | -39.1% | -19.5% |
| 10Y | +145.8% | +211.4% | -65.7% | -21.4% |
| All | +4,029.8% | +728.9% | +3,300.8% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling