-29.4%
EW vs PSA
+15.2%
-44.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -3.3% | -8.2% | +4.8% | -0.7% |
| 3M | +1.0% | -2.1% | +3.2% | +1.5% |
| 6M | +6.2% | -0.2% | +6.4% | +5.7% |
| YTD | +1.7% | +18.5% | -16.8% | -4.8% |
| 1Y | +8.1% | +6.6% | +1.5% | +4.8% |
| 3Y | +17.1% | +24.5% | -7.4% | +4.7% |
| 5Y | -29.4% | +13.6% | -42.9% | -34.4% |
| All | -29.4% | +15.2% | -44.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling