+1,244.2%
EWY vs PSA
+3,574.0%
-2,329.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +8.0% | -0.4% | +8.4% | +8.2% |
| 30D | +14.3% | -8.2% | +22.5% | +18.7% |
| 3M | +2.3% | -2.1% | +4.4% | +2.2% |
| 6M | +49.9% | -0.2% | +50.1% | +48.2% |
| YTD | +95.3% | +18.5% | +76.8% | +78.5% |
| 1Y | +161.7% | +6.6% | +155.1% | +150.0% |
| 3Y | +230.2% | +24.5% | +205.7% | +187.0% |
| 5Y | +148.1% | +13.6% | +134.5% | +118.7% |
| 10Y | +293.2% | +102.0% | +191.2% | +148.1% |
| All | +1,244.2% | +3,574.0% | -2,329.8% | +144.6% |
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 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