+590.1%
EWT vs PSA
+3,255.9%
-2,665.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +1.6% | -0.4% | +2.1% | +1.8% |
| 30D | +8.2% | -8.2% | +16.4% | +11.5% |
| 3M | +11.1% | -2.1% | +13.2% | +11.3% |
| 6M | +60.4% | -0.2% | +60.6% | +59.4% |
| YTD | +75.6% | +18.5% | +57.1% | +63.4% |
| 1Y | +91.3% | +6.6% | +84.7% | +84.7% |
| 3Y | +200.3% | +24.5% | +175.8% | +168.7% |
| 5Y | +156.4% | +13.6% | +142.8% | +132.0% |
| 10Y | +495.8% | +102.0% | +393.8% | +310.3% |
| All | +590.1% | +3,255.9% | -2,665.8% | +53.1% |
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