+3,970.2%
PSA vs IWF
+670.6%
+3,299.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | -1.4% | +2.8% | -4.3% | -3.2% |
| 30D | +15.2% | -7.5% | +22.7% | +20.4% |
| 3M | +2.2% | -8.5% | +10.7% | +7.4% |
| 6M | +11.7% | -7.4% | +19.1% | +15.5% |
| YTD | +32.0% | -2.6% | +34.7% | +31.7% |
| 1Y | +26.3% | -1.8% | +28.1% | +25.1% |
| 3Y | +52.4% | +65.5% | -13.1% | +2.3% |
| 5Y | +26.3% | +55.8% | -29.6% | -14.0% |
| 10Y | +132.3% | +384.9% | -252.5% | -37.5% |
| All | +3,970.2% | +670.6% | +3,299.5% | +436.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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