+8.1%
EWZ vs PSA
+28.0%
-20.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.9% |
| 7D | -4.1% | +10.5% | -14.6% | -6.5% |
| 30D | -25.0% | +21.7% | -46.7% | -28.5% |
| 3M | -10.6% | +6.1% | -16.7% | -11.7% |
| 6M | -16.6% | +18.3% | -34.9% | -21.3% |
| YTD | +2.5% | +36.1% | -33.6% | -10.1% |
| 1Y | +8.1% | +29.3% | -21.2% | -1.4% |
| All | +8.1% | +28.0% | -20.0% | -1.4% |
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 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