+43.6%
EEM vs PSA
+13.0%
+30.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | -3.6% | +2.9% | 0.0% |
| 30D | +2.4% | -9.4% | +11.8% | +4.4% |
| 3M | +4.2% | -8.2% | +12.4% | +5.7% |
| 6M | +14.8% | -1.8% | +16.6% | +14.4% |
| YTD | +23.1% | +15.7% | +7.4% | +18.3% |
| 1Y | +32.5% | +6.3% | +26.3% | +29.6% |
| 3Y | +85.9% | +21.6% | +64.3% | +74.1% |
| 5Y | +43.6% | +13.5% | +30.1% | +36.0% |
| All | +43.6% | +13.0% | +30.5% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling