+393.0%
EFA vs PSA
+2,129.3%
-1,736.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -0.7% | -8.2% | +7.4% | +2.5% |
| 3M | +6.4% | -2.1% | +8.5% | +6.9% |
| 6M | +11.4% | -0.2% | +11.6% | +10.9% |
| YTD | +14.0% | +18.5% | -4.5% | +6.1% |
| 1Y | +20.2% | +6.6% | +13.6% | +16.2% |
| 3Y | +68.2% | +24.5% | +43.7% | +50.6% |
| 5Y | +54.8% | +13.6% | +41.2% | +40.7% |
| 10Y | +142.4% | +102.0% | +40.4% | +67.7% |
| All | +393.0% | +2,129.3% | -1,736.3% | +26.6% |
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