+128.5%
EEM vs PSA
+102.6%
+26.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.1% |
| 7D | -1.3% | -1.8% | +0.6% | -0.8% |
| 30D | +2.1% | -8.4% | +10.4% | +4.2% |
| 3M | +1.0% | -7.8% | +8.9% | +2.7% |
| 6M | +15.9% | +0.8% | +15.1% | +15.0% |
| YTD | +24.6% | +16.5% | +8.2% | +19.2% |
| 1Y | +32.3% | +4.7% | +27.6% | +29.7% |
| 3Y | +85.9% | +21.1% | +64.9% | +73.6% |
| 5Y | +45.4% | +14.2% | +31.2% | +35.5% |
| All | +128.5% | +102.6% | +26.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling