+81.2%
EWZ vs PSA
+101.1%
-19.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +6.5% | -3.7% | +10.2% | +7.9% |
| 30D | +4.8% | -7.7% | +12.6% | +7.9% |
| 3M | +9.9% | -0.6% | +10.5% | +9.6% |
| 6M | +1.9% | -0.9% | +2.9% | +1.7% |
| YTD | +20.3% | +18.7% | +1.6% | +11.8% |
| 1Y | +35.6% | +7.6% | +28.0% | +30.6% |
| 3Y | +43.4% | +23.7% | +19.8% | +28.2% |
| 5Y | +55.9% | +13.7% | +42.3% | +40.9% |
| All | +81.2% | +101.1% | -19.8% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling