+3,912.1%
EMR vs PSA
+14,185.8%
-10,273.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | -1.5% | -3.7% | +2.1% | -0.3% |
| 30D | -5.6% | -7.7% | +2.1% | -3.1% |
| 3M | +7.9% | -0.6% | +8.5% | +7.9% |
| 6M | +6.0% | -0.9% | +6.9% | +6.2% |
| YTD | +16.4% | +18.7% | -2.2% | +9.9% |
| 1Y | +16.6% | +7.6% | +9.0% | +13.4% |
| 3Y | +62.9% | +23.7% | +39.2% | +49.3% |
| 5Y | +60.1% | +13.7% | +46.4% | +49.1% |
| 10Y | +268.7% | +98.9% | +169.9% | +178.4% |
| All | +3,912.1% | +14,185.8% | -10,273.7% | +1,483.9% |
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