+854.3%
EEM vs PSA
+2,080.0%
-1,225.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +2.3% | -3.7% | +6.0% | +4.1% |
| 30D | +4.5% | -7.7% | +12.3% | +8.5% |
| 3M | -0.1% | -0.6% | +0.5% | -0.5% |
| 6M | +16.9% | -0.9% | +17.9% | +16.3% |
| YTD | +26.2% | +18.7% | +7.6% | +14.8% |
| 1Y | +40.5% | +7.6% | +32.9% | +33.4% |
| 3Y | +86.2% | +23.7% | +62.5% | +60.6% |
| 5Y | +45.5% | +13.7% | +31.8% | +26.1% |
| 10Y | +128.6% | +98.9% | +29.8% | +37.6% |
| All | +854.3% | +2,080.0% | -1,225.7% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling