+68.8%
EWJ vs PSA
+21.5%
+47.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.5% | -3.6% | +2.1% | -0.7% |
| 30D | +0.2% | -9.4% | +9.5% | +2.3% |
| 3M | +8.6% | -8.2% | +16.8% | +10.4% |
| 6M | +12.1% | -1.8% | +14.0% | +11.6% |
| YTD | +20.1% | +15.7% | +4.3% | +15.1% |
| 1Y | +25.2% | +6.3% | +18.9% | +22.1% |
| All | +68.8% | +21.5% | +47.3% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling