+4.1%
EWZ vs PSA
+27.8%
-23.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | -25.1% | +16.7% | -41.8% | -27.9% |
| 3M | -7.7% | +4.0% | -11.8% | -8.4% |
| 6M | -15.8% | +10.9% | -26.7% | -18.7% |
| YTD | +3.6% | +34.2% | -30.6% | -9.4% |
| All | +4.1% | +27.8% | -23.7% | -5.9% |
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