+147.8%
EWY vs PSA
+6.8%
+141.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.2% |
| 7D | -0.1% | -1.8% | +1.7% | 0.0% |
| 30D | +7.3% | -8.4% | +15.7% | +7.8% |
| 3M | -5.1% | -7.8% | +2.7% | -5.2% |
| 6M | +42.1% | +0.8% | +41.3% | +32.7% |
| YTD | +94.1% | +16.5% | +77.6% | +79.2% |
| 1Y | +147.8% | +4.7% | +143.1% | +131.6% |
| All | +147.8% | +6.8% | +141.0% | +131.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling