+3,558.4%
PSA vs IWD
+726.5%
+2,831.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -3.7% | -0.3% | -3.4% | -3.4% |
| 30D | -7.7% | +0.6% | -8.3% | -8.2% |
| 3M | -0.6% | +7.2% | -7.8% | -6.7% |
| 6M | -0.9% | +16.2% | -17.1% | -13.4% |
| YTD | +18.7% | +23.3% | -4.7% | -1.7% |
| 1Y | +7.6% | +29.6% | -21.9% | -14.8% |
| 3Y | +23.7% | +70.5% | -46.8% | -23.8% |
| 5Y | +13.7% | +73.5% | -59.8% | -31.5% |
| 10Y | +98.9% | +198.3% | -99.5% | -33.6% |
| All | +3,558.4% | +726.5% | +2,831.9% | +444.7% |
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