+36.4%
EWZ vs PSA
+6.5%
+29.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +5.6% | -0.4% | +6.0% | +5.7% |
| 30D | +9.3% | -8.2% | +17.4% | +11.6% |
| 3M | +15.7% | -2.1% | +17.8% | +15.5% |
| 6M | +7.4% | -0.2% | +7.6% | +4.9% |
| YTD | +22.7% | +18.5% | +4.2% | +14.5% |
| 1Y | +36.4% | +6.6% | +29.8% | +29.2% |
| All | +36.4% | +6.5% | +29.9% | +29.2% |
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