+9.1%
PSLV vs IAG
+56.5%
-47.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.2% | -4.2% | -1.6% |
| 7D | -2.6% | +1.1% | -3.7% | -3.7% |
| 30D | -14.2% | -5.3% | -8.9% | -11.0% |
| 3M | -12.2% | +18.0% | -30.3% | -24.2% |
| 6M | -28.1% | +7.1% | -35.2% | -33.8% |
| YTD | -28.2% | +5.9% | -34.1% | -26.7% |
| 1Y | +9.1% | +59.4% | -50.3% | -2.5% |
| All | +9.1% | +56.5% | -47.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling