+280.3%
EMR vs PSA
+133.1%
+147.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +2.7% | -2.1% | +4.8% | +3.5% |
| 30D | +2.1% | +15.6% | -13.5% | -3.3% |
| 3M | +2.3% | +4.1% | -1.8% | +0.6% |
| 6M | +22.5% | +9.2% | +13.3% | +18.0% |
| YTD | +27.2% | +32.3% | -5.1% | +14.3% |
| 1Y | +28.0% | +26.2% | +1.9% | +17.0% |
| 3Y | +103.4% | +53.7% | +49.8% | +69.2% |
| 5Y | +88.2% | +26.6% | +61.6% | +65.9% |
| All | +280.3% | +133.1% | +147.1% | +157.6% |
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 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