+146.1%
EWT vs PSA
+13.0%
+133.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.1% | -3.6% | +2.5% | -0.3% |
| 30D | +4.8% | -9.4% | +14.2% | +7.0% |
| 3M | +11.1% | -8.2% | +19.3% | +12.8% |
| 6M | +54.6% | -1.8% | +56.5% | +53.9% |
| YTD | +71.4% | +15.7% | +55.7% | +64.0% |
| 1Y | +82.1% | +6.3% | +75.8% | +77.6% |
| 3Y | +193.2% | +21.6% | +171.7% | +172.1% |
| 5Y | +146.1% | +13.5% | +132.6% | +134.4% |
| All | +146.1% | +13.0% | +133.0% | +134.4% |
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