+4,285.9%
EMR vs PSA
+15,943.7%
-11,657.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.0% | -2.1% | +0.1% | -1.3% |
| 30D | +2.8% | +16.2% | -13.4% | -2.3% |
| 3M | +2.0% | +4.3% | -2.4% | +0.4% |
| 6M | +20.7% | +9.9% | +10.8% | +16.5% |
| YTD | +27.3% | +33.3% | -6.0% | +15.4% |
| 1Y | +31.0% | +25.8% | +5.2% | +21.0% |
| 3Y | +103.6% | +54.8% | +48.8% | +73.1% |
| 5Y | +88.6% | +27.5% | +61.0% | +68.9% |
| 10Y | +280.6% | +134.5% | +146.1% | +172.1% |
| All | +4,285.9% | +15,943.7% | -11,657.8% | +1,563.2% |
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