+3,558.4%
PSA vs IWF
+727.1%
+2,831.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | -7.7% | -0.4% | -7.4% | -7.6% |
| 3M | -0.6% | -2.6% | +2.0% | +0.3% |
| 6M | -0.9% | +9.1% | -10.1% | -7.3% |
| YTD | +18.7% | +4.5% | +14.2% | +14.0% |
| 1Y | +7.6% | +10.1% | -2.4% | -0.6% |
| 3Y | +23.7% | +77.6% | -54.0% | -20.2% |
| 5Y | +13.7% | +73.7% | -60.1% | -27.6% |
| 10Y | +98.9% | +411.5% | -312.7% | -47.8% |
| All | +3,558.4% | +727.1% | +2,831.3% | +364.1% |
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